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Mathematical Finance

Volumn 14, Issue 3, 2004, Pages 469-480

The moment formula for implied volatility at extreme strikes

(1) Lee, Roger W a

a STANFORD UNIVERSITY (United States)

Author keywords

Implied volatility; Moment

Indexed keywords

EID: 3142706161 PISSN: 09601627 EISSN: None Source Type: Journal
DOI: 10.1111/j.0960-1627.2004.00200.x Document Type: Article

Times cited : (201)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.