Journal of
Economics and International Finance

  • Abbreviation: J. Econ. Int. Finance
  • Language: English
  • ISSN: 2006-9812
  • DOI: 10.5897/JEIF
  • Start Year: 2009
  • Published Articles: 363

Review

A direct formulation of implied volatility in the Black-Scholes model

Philippe Jacquinot1* and Nikolay Sukhomlin2
  1Gregor - University of Paris 1, Panthéon-Sorbonne, France. 2Autonomous University of Santo Domingo, Dominican Republic.
Email: [email protected]

  •  Accepted: 05 April 2010
  •  Published: 30 June 2010

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