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Gwoduan David Jou
affiliation not provided to SSRN
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Scholarly Papers (1)
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1.
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:
Implied volatility, options, option pricing model, implied standard deviation, Taylor formula
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