PV（プロモーションビデオ）・MV（ミュージックビデオ）やライブ動画を無料で視聴できる-MyDo(マイ動画)音楽情報館

Implied Volatility in Merton's Jump Diffusion Model について・・・

http://demonstrations.wolfram.com/ImpliedVolatilityInMertonsJumpDiffusionModel/ The Wolfram Demonstrations Project contains thousands of free interactive visualizations, with new entries added daily. The "implied volatility" corresponding to an option price is the value of the volatility parameter for which the Black-Scholes model gives the same price. A well-known phenomenon in market option prices is the "volatility smile", in which the implied vo... Contributed by: Peter Falloon