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A Quadratic Method for the Calculation of Implied Volatility Using the Garman-Kohlhagen Model
M. A. J. Bharadia, N. Christofides and G. R. SalkinVolume:
52
Language:
english
Journal:
Financial Analysts Journal
DOI:
10.2307/4479908
Date:
March, 1996
File:
PDF, 588 KB
english, 1996