Journal of Banking & Finance Vol. 13 No. 2 1989

A simple linear weighting scheme for Black-Scholes implied volatilities

Thomas J. Finucane

Syracuse University

DOI

10.1016/0378-4266(89)90069-1

Volume

13

Issue

2

Pages

321-326

Language

en

Sources

openalex crossref semanticscholar

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓