A new formula for computing implied volatility (Q2572045): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.amc.2004.12.034 / rank | |||
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| Property / OpenAlex ID: W2060344833 / rank | |||
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| Property / cites work | |||
| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: Q4905685 / rank | |||
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| Property / cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / rank | |||
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| Property / cites work: Q3995105 / rank | |||
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Latest revision as of 12:49, 11 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new formula for computing implied volatility |
scientific article |
Statements
A new formula for computing implied volatility (English)
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14 November 2005
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Options
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Volatility
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Implied volatility
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