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Results tagged with implied-volatility
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user 61676
The volatility of the price of the underlying security that is implied by the market price of an option based on an option pricing model.
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Asymptotic behavior of implied volatility at probability mass [closed]
For sake of simplicity, let us suppose that interest rate is zero, stock price is 1, and time to expiry is 1. I am interested in implied volatility that gives the following put price.
$$P(k, \sigma(k) …
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