مرکز منطقه ای اطلاع رساني علوم و فناوري - A note on a simple, accurate formula to compute implied standard deviations

Title of article :

A note on a simple, accurate formula to compute implied standard deviations

Author/Authors :

Charles J. Corrado، نويسنده , , Thomas W. Miller Jr.، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1996

Pages :

From page :

595

To page :

603

Keywords :

Implied Volatility , Implied standard deviation

Journal title :

Journal of Banking and Finance

Serial Year :

1996

Journal title :

Journal of Banking and Finance

Record number :

192858

Link To Document :