Alternative Formulas to Compute Implied Standard Deviation
Year of publication: 
2009


Authors:  Ang, James S. ; Jou, Gwoduan David ; Lai, TsongYue 
Published in: 
Review of Pacific Basin Financial Markets and Policies (RPBFMP).  World Scientific Publishing Co. Pte. Ltd., ISSN 17936705.  Vol. 12.2009, 02, p. 159176

Publisher: 
World Scientific Publishing Co. Pte. Ltd. 
Subject:  Implied volatility  options  option pricing model  implied standard deviation  Taylor formula 

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