Cite
HARVARD Citation
Fatone, L. et al. (2012). The Use of Statistical Tests to Calibrate the Black-Scholes Asset Dynamics Model Applied to Pricing Options with Uncertain Volatility. Journal of probability and statistics. p. . [Online].
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Fatone, L. et al. (2012). The Use of Statistical Tests to Calibrate the Black-Scholes Asset Dynamics Model Applied to Pricing Options with Uncertain Volatility. Journal of probability and statistics. p. . [Online].