Bruno Maderna’s Serial Arrays

Bruno Zeller

Bruno Caruso - n. 39

Radiation detection from phase-locked serial dc SQUID arrays

Bruno Tucunduva Ruviaro

CP-Bruno Dupire.qxd

prices as a function of volatility. If an option price is given by the market we can invert this relationship to get the implied volatility. If the model were perfect, this implied value would be the same for all option market prices, but reality shows this is not the case. Implied Black–Scholes volatilities strongly depend on the maturity and the strike of the European option under scrutiny. I...