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Asymptotic Formulas with Error Estimates for Call Pricing Functions and the Implied Volatility at Extreme Strikes
Call and put pricing functions Implied volatility Asymptotic formulas Pareto-type distributions Regularly varying functions
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2010/11/1
In this paper, we obtain asymptotic formulas with error estimates for the implied volatility
associated with a European call pricing function. We show that these formulas imply Lee’s moment formulas ...
Two Copper Strikes in Zambia End with Assurances, Pay Gains for Miners
Miners Strikes
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2007/3/19
12 March 2007，Two short strikes in Zambia’s copper belt ended early in March with assurances from managers that miners’ grievances would be addressed. On 7 March, a seven-day strike by 1,000 miners at...