Work

Implied Volatility: Statics, Dynamics, and Probabilistic Interpretation

Year: 2006

Type: book-chapter

Source: Kluwer Academic Publishers eBooks

DOI: 10.1007/0-387-23394-6_11

Author: Roger W. Lee

Institutions: Courant Institute of Mathematical Sciences, New York University, Stanford University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W24125945

FWCI: 15.42

Cites: 41

Cited by: 102

Related to: 10