Modelling the implied probability of stock market movements

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Date: 2003-11-28 10:20:07 Investment Implied volatility Volatility Black–Scholes Option Futures contract Financial risk Derivative Volatility smile Financial economics Mathematical finance Finance		Modelling the implied probability of stock market movements Add to Reading List Source URL: www.ecb.europa.eu Download Document from Source Website File Size: 385,07 KB Share Document on Facebook

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