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An Entity of Type : prov:Entity, within Data Space : webisa.webdatacommons.org associated with source dataset(s)

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  • where ?? is a measure of the volatility for an option with a given ??, which is a ratio between a change in option price and security price, and T, which is a term remaining for the option, and F is a function of ??, T and the surface parameters ??0 . . . ??n.
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