Can there be an explicit formula for implied volatility?
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References listed on IDEAS
- Martin Schweizer & Johannes Wissel, 2008. "Term Structures Of Implied Volatilities: Absence Of Arbitrage And Existence Results," Mathematical Finance, Wiley Blackwell, vol. 18(1), pages 77-114.
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- repec:kap:revdev:v:20:y:2017:i:1:d:10.1007_s11147-016-9124-0 is not listed on IDEAS
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-12-06 (All new papers)
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