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- W2077676064 abstract "By choosing suitable specifications of the random-error component of the Black-Scholes option-pricing model, each of the commonly-advocated formulas for computing the implied variance of stock price returns is derived herein." @default.
- W2077676064 created "2016-06-24" @default.
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- W2077676064 date "1986-01-01" @default.
- W2077676064 modified "2023-09-23" @default.
- W2077676064 title "Alternative specifications of the errors in the Black-Scholes option-pricing model and various implied-variance formulas" @default.
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- W2077676064 doi "https://doi.org/10.1016/0165-1765(86)90123-0" @default.
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