[Other] [Single chapter]Computing the black-scholes implied volatility : generalization of a simple formula

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Computing the black-scholes implied volatility : generalization of a simple formulaM. A. J. Bharadia, N. Christofides, and G. R. Salkin

Year of publication:	1995
Authors:	Bharadia, M. A. J.[/url]
Other Persons:	[url=https://www.econbiz.de/Search/Results?lookfor=person%3A%22Christofides%2C+N.%22&type=All]Christofides, N.(contributor) ; Salkin, Gerald R.(contributor)
Published in:	Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 8.1995, p. 15-29
Subject:	Optionspreistheorie \| Option pricing theory \| Volatilität \| Volatility \| Theorie \| Theory

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[Other] [Single chapter]Computing the black-scholes implied volatility : generalization of a simple formula Copy