I ironchef Mar 25, 2016 #31 Equalizer said: Straight from the Horse's mouth (Fisher Black). I posted his paper, here: http://www.elitetrader.com/et/index...s-implied-volatility-tree.91457/#post-1426006 like, 9 years ago. More... Thanks. I read the original paper but had not come across this.
Equalizer said: Straight from the Horse's mouth (Fisher Black). I posted his paper, here: http://www.elitetrader.com/et/index...s-implied-volatility-tree.91457/#post-1426006 like, 9 years ago. More... Thanks. I read the original paper but had not come across this.
