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The Calculation of Implied Variances from the Black‐Scholes Model: A Note
Author(s) -
MANASTER STEVEN,
KOEHLER GARY
Publication year - 1982
Publication title -
the journal of finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 18.151
H-Index - 299
eISSN - 1540-6261
pISSN - 0022-1082
DOI - 10.1111/j.1540-6261.1982.tb01105.x
Subject(s) - citation , computer science , base (topology) , mathematical economics , information retrieval , library science , mathematics , mathematical analysis