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- W1893945281 abstract "This paper studies about determining of European call option pricing under BS-BHM-Updated model using implied volatility. Implied volatility is determined using Newton Raphson method. This research compare the performance of implied volatility with the performance of historical volatility to European call option pricing under BS-BHM-Updated model too. The analytical properties of European call option pricing is also analyzed in this paper." @default.
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- W1893945281 date "2015-05-29" @default.
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- W1893945281 title "Implied Volatility under BS-BHM-Updated Model Using Newton Raphson Method" @default.
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