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Clemson University

COMPARISON OF IMPLIED VOLATILITY APPROXIMATIONS USING 'NEAREST-TO-THE-MONEY' OPTION PREMIUMS

Degree

thesis:*
Name thesis:degree_name
Master of Science (MS)
Level thesis:degree_level
Thesis

Author and committee

dc:creator, dc:contributor.*
Author dc:creator
  • Ewing, Joseph
Contributors dc:contributor
  • Isengildina-Massa, Olga
  • Bridges , William
  • Curtis , Charles

Subjects

dc:subject × 1

Identifiers

dc:identifier.*
Repository record dc:identifier
https://open.clemson.edu/all_theses/868
OAI identifier oai:identifier
oai:open.clemson.edu:all_theses-1868

Chain of custody

source
Harvested from
Clemson University
Base URL
open.clemson.edu/do/oai/
Last updated
2026-07-27
Source record
OAI-PMH GetRecord
related terms
citation

Ewing, Joseph. COMPARISON OF IMPLIED VOLATILITY APPROXIMATIONS USING 'NEAREST-TO-THE-MONEY' OPTION PREMIUMS. Thesis thesis, https://open.clemson.edu/all_theses/868