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In the situation where a Trigger event has just occurred, the initial implied volatilities are set to the Black-Scholes implied tunnel forex corresponding to the option pricesputed under the underlying dynamics in the model (7); parameters for the model (7) are a [??] 0.
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This is neither a solicitation nor an offer to BuySell futures or options. Multiple passes of the moving average will be correspondingly slower, but still very quick.
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