Computing the black-scholes implied volatility : generalization of a simple formula
M. A. J. Bharadia, N. Christofides, and G. R. Salkin
| Year of publication: |
1995
|
|---|---|
| Authors: | Bharadia, M. A. J. |
| Other Persons: | Christofides, N. (contributor) ; Salkin, Gerald R. (contributor) |
| Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 8.1995, p. 15-29
|
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| 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/10001211319