Implied volatility from the term structure: a simple analytical approximation (Q1127430)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1189708
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Implied volatility from the term structure: a simple analytical approximation |
scientific article; zbMATH DE number 1189708 |
Statements
Implied volatility from the term structure: a simple analytical approximation (English)
0 references
13 August 1998
0 references
term structure
0 references
interest rates
0 references
implied volatility
0 references
0.791803777217865
0 references
0.7614921927452087
0 references
0.757098913192749
0 references
