Arbitrage Bounds of the Implied Volatility Strike and Term Structures of European-Style Options
- 31 May 1996
- journal article
- Published by With Intelligence LLC in The Journal of Derivatives
- Vol. 3 (4) , 23-35
- https://doi.org/10.3905/jod.1996.407950
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- Implied Binomial TreesThe Journal of Finance, 1994
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973