Essays about: "Kateryna Chechelnytska"
Found 1 essay containing the words Kateryna Chechelnytska.
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1. Volatility Curves of Incomplete Markets
University essay from Göteborgs universitet/Institutionen för matematiska vetenskaperAbstract : The graph of the implied volatility of call options as a function of the strike price is called volatility curve. If the options market were perfectly described by the Black-Scholes model, the implied volatility would be independent of the strike price and thus the volatility curve would be a at horizontal line. READ MORE
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