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Uniform Bounds for Black--Scholes Implied Volatility - MaRDI portal

Uniform Bounds for Black--Scholes Implied Volatility (Q2953944)

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Uniform Bounds for Black--Scholes Implied Volatility
scientific article

    Statements

    title
    Uniform Bounds for Black--Scholes Implied Volatility (English)
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    publication date
    11 January 2017
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    zbMATH Keywords
    implied volatility
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    put-call symmetry
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    asymptotic formulas
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    cites work
    Negative call prices
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    Identifiers

    DOI
    10.1137/14095248X
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    zbMATH DE Number
    6673563
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    arXiv ID
    1512.06812
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    OpenAlex ID
    W2225101403
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