Quiz Ch 25 – Future Volatility Estimate in Black-Scholes Model

Fundamentals of Corporate Finance

Ross, Westerfield, and Jordan

13th Edition

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In the Black-Scholes option pricing model, what is the name of the estimated future volatility of the returns on the underlying asset?

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  • Search Terms: a) as asset black-scholes case computed derived deviation. error. b) estimate forecast future implied is mean model of on option pricing referred residual return. c) returns rho. e) standard that the the: to underlying using volatility volatility. d)
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