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Using the Black-Scholes-Merton model and market prices to obtain the implied volatility of a common stock and using it as a volatility forecast assumes that
Using the Black-Scholes-Merton model and market prices to obtain the implied volatility of a common stock and using it as a volatility forecast assumes that a. volatility is not correlat...
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Corporate Finance
Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe
10th edition
978-0077511388, 78034779, 9780077511340, 77511387, 9780078034770, 77511344, 978-0077861759
