Implied volatility from the term structure: a simple analytical approximation
Year of publication: |
1997
|
---|---|
Authors: | Steeley, James M. |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 57.1997, 3, p. 345-352
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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