The top documents tagged [volatility term structure]

Financial risk management

Financial risk management

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1 Volatility Smiles Chapter 18. 2 Put-Call Parity Arguments Put-call parity p +S 0 e -qT = c +X e –r T holds regardless of the assumptions made about.

1 Volatility Smiles Chapter 18. 2 Put-Call Parity Arguments Put-call parity p +S 0 e -qT = c +X e –r T holds regardless of the assumptions made about.

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