%0 Journal Article %1 Chargoy-Corona2006 %A Chargoy-Corona, Jesús %A Ibarra-Valdez, Carlos %D 2006 %J Physica A: Statistical Mechanics and its Applications %K Black-Scholes formula %N 2 %P 681--688 %T A note on Black-Scholes implied volatility %U http://www.sciencedirect.com/science/article/B6TVG-4JTR4JR-2/1/5ed486599ccff939d9303dd164e2d1f7 %V 370

@article{Chargoy-Corona2006, added-at = {2008-04-22T10:36:30.000+0200}, author = {Chargoy-Corona, Jes{\'u}s and Ibarra-Valdez, Carlos}, biburl = {https://www.bibsonomy.org/bibtex/2bfb1de154525318d0036f6c1843ab3da/smicha}, day = 15, description = {Physica A}, interhash = {d8981babf7a669422a13d2dff89f0d76}, intrahash = {bfb1de154525318d0036f6c1843ab3da}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {Black-Scholes formula}, month = Oct, number = 2, pages = {681--688}, timestamp = {2008-04-22T10:44:59.000+0200}, title = {A note on Black-Scholes implied volatility}, url = {http://www.sciencedirect.com/science/article/B6TVG-4JTR4JR-2/1/5ed486599ccff939d9303dd164e2d1f7}, volume = 370, year = 2006 }