Open AccessImplied 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.