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Markov Chain Monte Carlo Method for Estimating Implied Volatility in Option Pricing

Paper Details
Authors:
Yao Elikem Ayekple
Charles Kofi Tetteh
Prince Kwaku Fefemwole
Publication Date: 2018-11-29
Stochastic processes and financial applicationsEconomics, Econometrics and FinanceFinanceSocial Sciences
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