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The arbitrage inconsistencies of implied volatility extraction in connection to calendar bandwidth
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$a The arbitrage inconsistencies of implied volatility extraction in connection to calendar bandwidth 215 $a 5 s. $c P 463 -1
$1 001 cav_un_epca*0457023 $1 010 $a 978-80-248-3865-6 $1 200 1 $a Proceedings of 10th International Scientific Conference Financial management of firms and financial institutions Ostrava $i Part I. $v S. 1405-1409 $1 210 $a Ostrava $c VŠB-Technická univerzita Ostrava $d 2015 610 $a Option pricing 610 $a implied volatility 610 $a arbitrage opportunity 610 $a calendar bandwidth 610 $a bandwidth size 700 -1
$3 cav_un_auth*0323880 $i Ekonometrie $j Department of Econometrics $k E $l E $9 40 $a Vitali $b Sebastiano $p UTIA-B $y IT $T Ústav teorie informace a automatizace AV ČR, v. v. i. 701 -1
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$3 cav_un_auth*0254103 $i Ekonometrie $j Department of Econometrics $k E $l E $w Department of Econometrics $4 070 $9 30 $a Kopa $b Miloš $p UTIA-B $y CZ $z S $T Ústav teorie informace a automatizace AV ČR, v. v. i. 856 $u http://library.utia.cas.cz/separaty/2019/E/vitali-0507127.pdf
Počet záznamů: 1