A new formula for computing implied volatility (Q2572045)
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scientific article; zbMATH DE number 2228911
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A new formula for computing implied volatility |
scientific article; zbMATH DE number 2228911 |
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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0.8606809377670288
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0.8592024445533752
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0.8549739122390747
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0.7981957197189331
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