Implied Volatility
Implied Volatility is a scholarly work, published in 1995 in ''Financial Analysts Journal''. The main subjects of the publication include Volatility risk premium, valuation of options, econometrics, variance swap, economics, volatility, stochastic volatility, financial economics, implied volatility, SABR volatility model, Volatility swap, Forward volatility, Volatility smile, and asset pricing. This literature review summarizes the academic research on option-implied volatility.