A Quadratic Method for the Calculation of Implied Volatility Using the Garman–Kohlhagen Model-Reference-Cited by-同舟云学术

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A Quadratic Method for the Calculation of Implied Volatility Using the Garman–Kohlhagen Model

Published:1996-03 Issue:2 Volume:52 Page:61-64
ISSN:0015-198X
Container-title:Financial Analysts Journal
language:en
Short-container-title:Financial Analysts Journal

Author:

Bharadia M. A. J.¹,Christofides N.²,Salkin G. R.³

Affiliation:

1. M.A.J. Bharadia is a research student at the Imperial College of Science, Technology and Medicine in London.

2. N. Christofides is director of the Centre for Quantitative Finance at the Imperial College of Science, Technology and Medicine in London.

3. G.R. Salkin is director of the Centre for Quantitative Finance at the Imperial College of Science, Technology and Medicine in London.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.2469/faj.v52.n2.1981

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