Equivalent Black volatilities
Year of publication: |
1999
|
---|---|
Authors: | Hagan, Patrick ; Woodward, Diana |
Published in: |
Applied Mathematical Finance. - Taylor & Francis Journals, ISSN 1350-486X. - Vol. 6.1999, 3, p. 147-157
|
Publisher: |
Taylor & Francis Journals |
Subject: | Skews | Smiles | Implied Volatility | Black-scholes | Options |
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