Work

On Black‐Scholes Implied Volatility at Extreme Strikes

Year: 2008

Type: other

DOI: 10.1002/9781118266915.ch2

Authors: Shalom Benaim, Peter Friz, Roger Lee

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1523217848

Cites: 35

Cited by: 43

Related to: 10