Essays about: "Henry Li"
Found 1 essay containing the words Henry Li.
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1. Predictive Power of the Volatility Smile
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The Black-Scholes option pricing formula yield lower volatility than volatility observed in the market when looking at option prices. Several theories have been presented to explain this phenomenon and how the world of finance can use this information. READ MORE
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