Implied volatility from the term structure: a simple analytical approximation
type: Item
instance of: scholarly article
title: Implied volatility from the term structure: a simple analytical approximation
zbMATH Open document ID: 0904.90018
DOI: 10.1016/S0165-1765(97)00231-0
author: James M. Steeley
published in: Economics Letters
publication date: 1998-08-13T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 1189708
zbMATH Keywords: term structure
zbMATH Keywords: interest rates
zbMATH Keywords: implied volatility
MaRDI profile type: Publication
cites work: Q4218399
cites work: An equilibrium characterization of the term structure
full work available at URL: s0165-1765(97)00231-0
OpenAlex ID: W2021281938
description: scientific article; zbMATH DE number 1189708