Question
Implied volatility is the volatility that a. is calculated based on the past data b. equates the Black-Scholes option price with the observed price c.
Implied volatility is the volatility that
| a. | is calculated based on the past data | |
| b. | equates the Black-Scholes option price with the observed price | |
| c. | is empirically shown to be the same for every option written on the same stock | |
| d. | is used to calculate the VIX |
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Forecasting And Predictive Analytics With Forecast X
Authors: Barry Keating, J. Holton Wilson, John Solutions Inc.
7th International Edition
1260085236, 9781260085235
