Essays about: "Jenny Pang"
Found 1 essay containing the words Jenny Pang.
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1. Additional Information in Higher Order Derivatives of the Black-Scholes Formula
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Volatility smile arising from the Black-Scholes model is a long studied subject in option pricing theory. By analysing higher order derivatives of the model, I hope to put another perspective to the problem. READ MORE
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