Real Options Volatility Estimation with Correlated Inputs Barry R. Cobb*

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Date: 2011-05-17 16:53:12 Finance Investment Volatility Implied volatility Black–Scholes Real options valuation Stochastic volatility VIX Mathematical finance Financial economics Options		Real Options Volatility Estimation with Correlated Inputs Barry R. Cobb* Add to Reading List Source URL: www.vmi.edu Download Document from Source Website File Size: 253,53 KB Share Document on Facebook

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