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1 If the Black-Scholes formula is solved to find the standard deviation consistent with the market price of the option (i.e., the market premium), that
1 If the Black-Scholes formula is solved to find the standard deviation consistent with the market price of the option (i.e., the market premium), that standard deviation would be called the O enabled volatility O variability O implied volatility 1 pts O deviation
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Derivatives And Internal Models
Authors: H. Deutsch
4th Edition
1349307661, 9781349307661
