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    Reconstruction of the Time-Dependent Volatility Function Using the Black–Scholes Model

    Reconstruction of the Time-Dependent Volatility Function Using the Black–Scholes Model by Yuzi Jin, Jian Wang, Sangkwon Kim, Youngjin Heo, Changwoo Yoo, Youngrock Kim, Junseok Kim, Darae Jeong

    Published 2018-01-01
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