Implied volatility from the term structure: a simple analytical approximation
| Year of publication: |
1997
|
|---|---|
| Authors: | Steeley, James M. |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 57.1997, 3, p. 345-352
|
| Publisher: |
Elsevier |