1. Standard deviations implied in option prices as predictors of future stock price variability
2. The Pricing of Options and Corporate Liabilities
3. A Simple Formula to Compute the Implied Standard Deviation
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5. [5]Charles J. Corrado, and Thomas W. Miller "Simple, Accurate Formulas to Compute the Black-Scholes Implied Standard Deviations ." Working Paper, Department of Finance, University of Missouri, Columbia, 1993 .