Volatility Determines the Option Price—Really?

Ralf Korn () and Bernd Luderer ()
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Ralf Korn: TU Kaiserslautern
Bernd Luderer: TU Chemnitz

Chapter 49 in Money and Mathematics, 2021, pp 187-189 from Springer

Abstract: Abstract The term of volatility is one of the most commonly used mathematical terms in options trading. The fact that it is sometimes used ambiguously leads to confusion, which we clarify in this story.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-658-34677-5_49

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DOI: 10.1007/978-3-658-34677-5_49

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