Browsing Department of Business and Management Science by Subject "negative volatility"

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    • Negative volatility and the survival of the western financial markets 

      Aase, Knut K. (Discussion paper, Working paper, 2004-01)
      The paper discusses situations where certain parameters are given values that are outside their natural ranges. One case is obtained when plugging in a negative value for the volatility parameter in the Black and Scholes ...