Work

The Term Structure of Implied Volatility

Year: 2000

Type: book

Source: RePEc: Research Papers in Economics

Author: Alan Lewis

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W167199027

FWCI: 10.38

Cites:

Cited by: 516

Related to: 10