Correcting the Bias in the Practitioner Black-Scholes Method
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Cited by:
- Zhang, Hailiang & Sattar, Muhammad Atif & Wang, Haijun, 2024. "Uncertainty measure: As a proxy for the degree of market imperfection," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 159-171.
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Keywords
option pricing; Practitioner Black-Scholes method; smearing; non-linear least squares; Monte Carlo;All these keywords.
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