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Kelly, Michael A.'s
Scholarly Papers
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Total Downloads
193 |
Total
Citations
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1.
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Faster Implied Volatilities via the Implicit Function Theorem
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Kelly, Michael A. Lafayette College - Department of Economics & Business
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Posted:
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02 Oct 05
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Last Revised:
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29 Dec 06
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192
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Kelly, Michael A. Lafayette College - Department of Economics & Business
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Kelly, Michael A. Lafayette College - Department of Economics & Business
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176
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Options, implied volatility
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Kelly, Michael A. Lafayette College - Department of Economics & Business Bruestle, Stephen affiliation not provided to SSRN
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3.
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Kelly, Michael A. Lafayette College - Department of Economics & Business Chambers, Donald R. Lafayette College - College of Economics and Business
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capital gains taxation, mutual savings banks
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