An improved estimator for Black-Scholes-Merton implied volatility

WGPM Hallerbach

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Number of pages17
EditionERIM Report Series Research in Management 054-F&A
Publication statusPublished - 2004

Publication series

SeriesERIM Report Series Research in Management
Volume054-F&A

Research programs

  • EUR ESE 08

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