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- W4230753357 abstract "The Black–Scholes equation takes the idea of Brownian motion from physics and uses it to explain volatility in stock options markets. Emanuel Derman reviews the impact that equation has had on options traders, as well as its eventual limitations." @default.
- W4230753357 created "2022-05-11" @default.
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- W4230753357 date "2019-07-11" @default.
- W4230753357 modified "2023-10-14" @default.
- W4230753357 title "Trading Volatility" @default.
- W4230753357 doi "https://doi.org/10.37282/991819.19.31" @default.
- W4230753357 hasPublicationYear "2019" @default.
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