Matches in SemOpenAlex for { <https://semopenalex.org/work/W1499691369> ?p ?o ?g. }
Showing items 1 to 55 of
55
with 100 items per page.
- W1499691369 abstract "Hallerbach (2004) derives an approximation formula to compute a Black-Scholes implied volatility. This formula is equivalent to equation (7) in Corrado and Miller (1996a), with the substitution of a geometric average of stock and strike prices in place of an arithmetic average. Ceteris paribus the same numerical values are obtained. Although useful in a pedagogic setting, even with tweaking neither formula has the robustness typically required for commercial or research applications." @default.
- W1499691369 created "2016-06-24" @default.
- W1499691369 creator A5014069999 @default.
- W1499691369 creator A5025900860 @default.
- W1499691369 date "2004-01-01" @default.
- W1499691369 modified "2023-10-16" @default.
- W1499691369 title "Tweaking Implied Volatility" @default.
- W1499691369 cites W1984353848 @default.
- W1499691369 cites W2077791698 @default.
- W1499691369 cites W2109928519 @default.
- W1499691369 cites W2152993769 @default.
- W1499691369 doi "https://doi.org/10.2139/ssrn.584982" @default.
- W1499691369 hasPublicationYear "2004" @default.
- W1499691369 type Work @default.
- W1499691369 sameAs 1499691369 @default.
- W1499691369 citedByCount "3" @default.
- W1499691369 countsByYear W14996913692012 @default.
- W1499691369 countsByYear W14996913692015 @default.
- W1499691369 countsByYear W14996913692022 @default.
- W1499691369 crossrefType "journal-article" @default.
- W1499691369 hasAuthorship W1499691369A5014069999 @default.
- W1499691369 hasAuthorship W1499691369A5025900860 @default.
- W1499691369 hasConcept C106159729 @default.
- W1499691369 hasConcept C111919701 @default.
- W1499691369 hasConcept C144133560 @default.
- W1499691369 hasConcept C149782125 @default.
- W1499691369 hasConcept C162324750 @default.
- W1499691369 hasConcept C2780200862 @default.
- W1499691369 hasConcept C41008148 @default.
- W1499691369 hasConcept C91602232 @default.
- W1499691369 hasConceptScore W1499691369C106159729 @default.
- W1499691369 hasConceptScore W1499691369C111919701 @default.
- W1499691369 hasConceptScore W1499691369C144133560 @default.
- W1499691369 hasConceptScore W1499691369C149782125 @default.
- W1499691369 hasConceptScore W1499691369C162324750 @default.
- W1499691369 hasConceptScore W1499691369C2780200862 @default.
- W1499691369 hasConceptScore W1499691369C41008148 @default.
- W1499691369 hasConceptScore W1499691369C91602232 @default.
- W1499691369 hasLocation W14996913691 @default.
- W1499691369 hasOpenAccess W1499691369 @default.
- W1499691369 hasPrimaryLocation W14996913691 @default.
- W1499691369 hasRelatedWork W2025017477 @default.
- W1499691369 hasRelatedWork W2031474801 @default.
- W1499691369 hasRelatedWork W2363760672 @default.
- W1499691369 hasRelatedWork W2590774009 @default.
- W1499691369 hasRelatedWork W2613826222 @default.
- W1499691369 hasRelatedWork W2792114701 @default.
- W1499691369 hasRelatedWork W2895916011 @default.
- W1499691369 hasRelatedWork W2983437053 @default.
- W1499691369 hasRelatedWork W3125784162 @default.
- W1499691369 hasRelatedWork W1484203373 @default.
- W1499691369 isParatext "false" @default.
- W1499691369 isRetracted "false" @default.
- W1499691369 magId "1499691369" @default.
- W1499691369 workType "article" @default.