A simple linear weighting scheme for Black-Scholes implied volatilities : a note
Thomas J. Finucane
| Year of publication: |
1989
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|---|---|
| Authors: | Finucane, Thomas J. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 13.1989, 2, p. 321-326
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| Subject: | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001069312