A Quadratic Method for the Calculation of Implied Volatility Using the Garman-Kohlhagen Model
| Year of publication: |
1996
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|---|---|
| Authors: | Bharadia, M.A.J. ; Christofides, N. ; Salkin, G.R. |
| Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 52.1996, 2, p. 61-66
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