Alternative formulas to compute implied standard deviation
James S. Ang; Gwoduan David Jou; Tsong-Yue Lai
| Year of publication: |
2009
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|---|---|
| Authors: | Ang, James S. ; Jou, Gwoduan David ; Lai, Tsong-yue |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 12.2009, 2, p. 159-176
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| Subject: | Optionsgeschäft | Option trading | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| 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://www.econbiz.de/10003871567