The implicit models of the option valuation
Of the alternative approaches to the Black-Scholes options valuation model, the implied models have had the largest development in last years. In this approach there are different alternatives: implied trees, deterministic volatility function models and implied volatility function models. All of the...
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| Format: | Article |
| Language: | English |
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Universidad del País Vasco (UPV/EHU)
2004-12-01
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| Series: | Management Letters/Cuadernos de Gestión |
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| Online Access: | http://www.ehu.es/cuadernosdegestion/revista/index.php/en/published-issues?y=2004&v=4&n=2&o=5 |