THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES

DOI10.1111/j.0960-1627.2004.00200.xzbMath1134.91443OpenAlexW3123241629MaRDI QIDQ4673853

Publication date: 9 May 2005

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.0960-1627.2004.00200.x

Mathematics Subject Classification ID

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