Implied volatility from the term structure: a simple analytical approximation (Q1127430)
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scientific article; zbMATH DE number 1189708
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| English | Implied volatility from the term structure: a simple analytical approximation |
scientific article; zbMATH DE number 1189708 |
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Implied volatility from the term structure: a simple analytical approximation (English)
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13 August 1998
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term structure
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interest rates
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implied volatility
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0.791803777217865
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0.7614921927452087
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0.757098913192749
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