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"Monotonicity of implied volatility for perpetual put options."

Erik Ekström, Ebba Mellquist (2024)

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DOI: 10.1017/JPR.2023.36

access: closed

type: Journal Article

metadata version: 2024-03-22

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Erik Ekström, Ebba Mellquist:
Monotonicity of implied volatility for perpetual put options. J. Appl. Probab. 61(1): 301-310 (2024)

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