๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Determining the implied volatility for American options using the QAM

โœ Scribed by George W. Kutner

Book ID
109178125
Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
543 KB
Volume
33
Category
Article
ISSN
0732-8516

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๐Ÿ“œ SIMILAR VOLUMES

Fitting and testing for the implied vola
Fitting and testing for the implied volatility curve using parametric models
โœ Chuang-Chang Chang; Pin-Huang Chou; Tzu-Hsiang Liao ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 170 KB

## Abstract Numerous issues have arisen over the past few decades relating to the implied volatility smile in the options market; however, the extant literature reveals that relatively little effort has thus far been placed into comparing the various implied volatility models, essentially as a resu