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Itisthevolatilitythatthebuyersandsellersofthisparticularoptionexpecttoberealizedintheperiodfromnowuntiltheoption'sexpiration.Different ...,,由HEgly著作·2022—Thisstudyaimstotestthepredictivepowerofi)Black-Scholesimpliedvolatilityderivedfromoptions...
Figure 7. Implied and Historical Volatility in Equity Markets
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