Work

A Generalized Simple Formula to Compute the Implied Volatility

Year: 1996

Type: article

Source: Financial Review

DOI: 10.1111/j.1540-6288.1996.tb00900.x

Author: Don M. Chance

Institution: Virginia Tech

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2016424869

FWCI:

Cites: 3

Cited by: 54

Related to: 10