✦ LIBER ✦

A note on Black–Scholes implied volatility

✍ Scribed by Jesús Chargoy-Corona; Carlos Ibarra-Valdez

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A note on the Black–Scholes implied vola

✍ Shuichi Ohsaki; Takaaki Ozeki; Yuji Umezawa; Akira Yamazaki 📂 Article 📅 2010 🏛 Wiley (John Wiley & Sons) ⚖ 152 KB

A simple linear weighting scheme for Bla

✍ Thomas J. Finucane 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 524 KB

A Note on Computation of Implied Volatil

✍ Yoshiteru Kagenishi; Yoshitane Shinohara 📂 Article 📅 2001 🏛 Springer 🌐 English ⚖ 73 KB

The bias in Black-Scholes/Black implied

✍ James S. Doran; Ehud I. Ronn 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 407 KB

The Black–Scholes model as a determinant

✍ Gianluca Vagnani 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 572 KB

EVIDENCE ON DELTA HEDGING AND IMPLIED VO

✍ Robert Savickas 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 141 KB