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Options / Equations / Black–Scholes / Stock market / Normal distribution / Volatility / Implied volatility / Brownian motion / Autoregressive conditional heteroskedasticity / Statistics / Mathematical finance / Stochastic processes
Date: 2013-01-15 18:26:05
Options
Equations
Black–Scholes
Stock market
Normal distribution
Volatility
Implied volatility
Brownian motion
Autoregressive conditional heteroskedasticity
Statistics
Mathematical finance
Stochastic processes

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