Modified BS Model(MBS)Based on Using Wavelet Variance to Approach Real Volatility of Financial Process

ZHANG Zuoquan;SUN Wensheng

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Journal of Beijing Jiaotong University ›› 2009, Vol. 33 ›› Issue (3) : 107-109.

Modified BS Model(MBS)Based on Using Wavelet Variance to Approach Real Volatility of Financial Process

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