Implied Normal Volatility
Author(s) -
Jäckel Peter
Publication year - 2017
Publication title -
wilmott
Language(s) - Uncategorized
Resource type - Journals
eISSN - 1541-8286
pISSN - 1540-6962
DOI - 10.1002/wilm.10608
Subject(s) - volatility (finance) , econometrics , economics
Eqs. (1.4), (1.6), and (2.1) were rendered incorrectly in the March 2017 issue. The errors in these equations are corrected below.
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom