SStudyAcademic Library

Dashboard Shelves Open access My library Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The Calculation of Implied Variances from the Black-Scholes Model: A Note · Study

ArticleShelves

ArticleThe Calculation of Implied Variances from the Black-Scholes Model: A Note

Steven Manaster1982

Article1982

The Calculation of Implied Variances from the Black-Scholes Model: A Note

Steven Manaster

111 citations·0/0 files stored·The Journal of Finance

No readable copy stored yet — this record is metadata only.

Stochastic processes and financial applications Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 111 citations exist upstream.

References

1973The Pricing of Options and Corporate Liabilities 1973Theory of Rational Option Pricing 2005Theory of rational option pricing 1975Fact and Fantasy in the Use of Options 1976STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES 1977THE VALUATION OF AMERICAN PUT OPTIONS 1978The information content of option prices and a test of market efficiency 1977The Valuation of American Put Options

Cited by

2004Index Option Prices and Stock Market Momentum 2007Approximate inversion of the Black–Scholes formula using rational functions 2005A new formula for computing implied volatility 2021Implied volatility estimation of bitcoin options and the stylized facts of option pricing 2001An Improved Approach to Computing Implied Volatility 1988Tests of the foreign exchange risk premium using the expected second moments implied by option pricing 1986Options, Taxes, and Ex-Dividend Day Behavior 2011Option Data and Modeling BSM Implied Volatility

Details

Year1982

Typearticle

Published1982-03-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations111

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1111/j.1540-6261.1982.tb01105.x

openalex_workW1968940474

Links

Imported from OpenAlex (CC0) — nothing here is generated.