Implied volatility from the term structure: a simple analytical approximation

✍ Scribed by James M Steeley

• Book ID: 117333071
• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 107 KB
• Volume: 57
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/s0165-1765(97)00231-0