RDP 8902: Option Prices and Implied Volatilities: An Empirical Analysis Equation (1)

c=c( f,x,t*,σ ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaae4yaiabg2 da9iaabogadaqadaqaaiaabAgacaqGSaGaaGPaVlaabIhacaqGSaGa aGPaVlaabshacaqGQaGaaeilaiaaykW7cqaHdpWCaiaawIcacaGLPa aaaaa@464A@