Work

Errors in Implied Volatility Estimation

Year: 2003

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/4126743

Author: Ludger Hentschel

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2170286737

FWCI: 17.61

Cites: 51

Cited by: 183

Related to: 10