The bias in Black-Scholes/Black implied volatility: an analysis of equity and energy markets (Q867122)
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scientific article; zbMATH DE number 5126810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The bias in Black-Scholes/Black implied volatility: an analysis of equity and energy markets |
scientific article; zbMATH DE number 5126810 |
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The bias in Black-Scholes/Black implied volatility: an analysis of equity and energy markets (English)
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14 February 2007
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implied volatility
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energy markets
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Black-Scholes
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