A note on a simple, accurate formula to compute implied standard deviations
Year of publication: |
1996
|
---|---|
Authors: | Corrado, Charles Joseph |
Other Persons: | Miller, Thomas W. (contributor) |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 20.1996, 3, p. 595-603
|
Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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