A New Formula for Computing Implied Volatility
Li, Steven (2005) A New Formula for Computing Implied Volatility. Applied Mathematics and Computation, 170(1), pp. 611-625.
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| ID Code: | 22978 |
|---|---|
| Item Type: | Journal Article |
| Keywords: | Options, Volatility, Implied Volatility |
| ISSN: | 0096-3003 |
| Subjects: | Australian and New Zealand Standard Research Classification > COMMERCE MANAGEMENT TOURISM AND SERVICES (150000) > BANKING FINANCE AND INVESTMENT (150200) > Finance (150201) |
| Divisions: | Current > QUT Faculties and Divisions > QUT Business School Current > Schools > School of Economics & Finance |
| Deposited On: | 17 Jun 2009 23:31 |
| Last Modified: | 05 Jan 2011 23:46 |
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