A note on a simple, accurate formula to compute implied standard deviations
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference23 articles.
1. The valuation of American call options and the expected ex-dividend stock price decline;Barone-Adesi;Journal of Financial Economics,1986
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3. The pricing of commodity contracts;Black;Journal of Financial Economics,1976
4. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973
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