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Бписок Π»ΠΈΡ‚Π΅Ρ€Π°Ρ‚ΡƒΡ€Ρ‹. 
АрбитраТ Π½Π° Ρ€Ρ‹Π½ΠΊΠ΅ ΠΎΠΏΡ†ΠΈΠΎΠ½ΠΎΠ² Π½Π° основС ΠΏΠΎΠ΄Ρ€Π°Π·ΡƒΠΌΠ΅Π²Π°Π΅ΠΌΠΎΠΉ Π²ΠΎΠ»Π°Ρ‚ΠΈΠ»ΡŒΠ½ΠΎΡΡ‚ΠΈ

Π Π΅Ρ„Π΅Ρ€Π°Ρ‚ΠŸΠΎΠΌΠΎΡ‰ΡŒ Π² Π½Π°ΠΏΠΈΡΠ°Π½ΠΈΠΈΠ£Π·Π½Π°Ρ‚ΡŒ ΡΡ‚ΠΎΠΈΠΌΠΎΡΡ‚ΡŒΠΌΠΎΠ΅ΠΉ Ρ€Π°Π±ΠΎΡ‚Ρ‹

Jena, R & Tankov, P., (2017). Arbitrage Opportunities in Misspeci? ed Stochastic Volatility Models. SIAM J. FINANCIAL MATH, Vol. 2, pp. 317βˆ’341. Henrard, M.,(2003). Parameter risk in the Black and Scholes model. Risk and Insurance 310 002, Economics Working Paper Archive at WUSTL. Corredor, P & Santamaria, R., (2004). Forecasting Volatility in the Spanish Option Market, Applied Financial… Π§ΠΈΡ‚Π°Ρ‚ΡŒ Π΅Ρ‰Ρ‘ >

Бписок Π»ΠΈΡ‚Π΅Ρ€Π°Ρ‚ΡƒΡ€Ρ‹. АрбитраТ Π½Π° Ρ€Ρ‹Π½ΠΊΠ΅ ΠΎΠΏΡ†ΠΈΠΎΠ½ΠΎΠ² Π½Π° основС ΠΏΠΎΠ΄Ρ€Π°Π·ΡƒΠΌΠ΅Π²Π°Π΅ΠΌΠΎΠΉ Π²ΠΎΠ»Π°Ρ‚ΠΈΠ»ΡŒΠ½ΠΎΡΡ‚ΠΈ (Ρ€Π΅Ρ„Π΅Ρ€Π°Ρ‚, курсовая, Π΄ΠΈΠΏΠ»ΠΎΠΌ, ΠΊΠΎΠ½Ρ‚Ρ€ΠΎΠ»ΡŒΠ½Π°Ρ)

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