Uniform bounds for Black-Scholes implied volatility (Q2953944)
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scientific article; zbMATH DE number 6673563
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Uniform bounds for Black-Scholes implied volatility |
scientific article; zbMATH DE number 6673563 |
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Uniform Bounds for Black--Scholes Implied Volatility (English)
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11 January 2017
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implied volatility
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put-call symmetry
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asymptotic formulas
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0.8634673357009888
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0.7874637246131897
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0.7816038131713867
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0.7810305953025818
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