Gwoduan David Jou

affiliation not provided to SSRN

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Alternative Formulas to Compute Implied Standard Deviation

Review of Pacific Basin Financial Markets and Policies, Vol. 12, No. 2, pp. 159-176, 2009
Posted: 12 Oct 2009
James S. Ang, Gwoduan David Jou and Tsong-Yue Lai
Florida State University, affiliation not provided to SSRN and California State University-Fullerton, Department of Finance

Abstract:

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Implied volatility, options, option pricing model, implied standard deviation, Taylor formula