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 Date: 2009-01-27 08:15:03Mathematical finance Options Implied volatility BlackScholes model Volatility smile Moneyness Volatility Stochastic volatility Nonparametric regression Binomial options pricing model Lattice model |
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Option Pricing with Aggregation of Physical Models and Nonparametric Statistical Learning∗ Jianqing Fana a Loriano Mancinib
