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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|Item Type:||Journal Article|
|Keywords:||Options, Volatility, Implied Volatility|
|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 13:31|
|Last Modified:||05 Jan 2011 13:46|
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