Estimating Implied Volatility Directly from "Nearest-to-the-Money" Commodity Option Premiums


Issue Date:
1988-08
Publication Type:
Working or Discussion Paper
PURL Identifier:
http://purl.umn.edu/116875
Total Pages:
19
Series Statement:
Working Paper
81588




 Record created 2017-04-01, last modified 2017-04-04

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