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73
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Andrada, João Luís Gomes Ferreira Campos
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Domínio/Área Científica::Ciências Sociais::Outras Ciências Sociais
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G Financial economics
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Subject:
G10
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2020
Year:
2018
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Tesis
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73
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Title:
Modelização paramétrica da superfície de volatilidade implícita
Author:
Andrada, João Luís Gomes Ferreira Campos
Language:
Portugués
Repository:
73
Subject:
Modelo de Black-Scholes
/
Modelos paramétricos
/
Volatilidade
/
Options
/
Volatility
/
Volatility surface
/
Implied Volatility
/
Domínio/Área Científica::Ciências Sociais::Outras Ciências Sociais
/
G10
/
G13
/
G17
/
G Financial economics
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