Editing Implied volatility (section)

==Further reading==
* {{Citation
 | doi = 10.1016/0378-4266(81)90032-7
 | title = Standard deviations implied in option prices as predictors of future stock price variability
 | url = http://ideas.repec.org/a/eee/jbfina/v5y1981i3p363-381.html
 | year = 1981
 | last = Beckers | first = S.
 | journal = Journal of Banking and Finance
 | pages = 363–381
 | volume = 5
 | issue = 3
 | access-date = 2009-07-07
| url-access = subscription
 }}
*{{Citation
 | title = Implied volatility
 | doi = 10.2469/faj.v51.n4.1916
 | year = 1995
 | last = Mayhew | first = S.
 | journal = Financial Analysts Journal
 | pages = 8–20
 | volume = 51
 | issue = 4
}}
*{{Citation
 | title = Implied volatility skews and stock index skewness and kurtosis implied by S
 | url = http://www.smartquant.com/references/Volatility/vol17.pdf
 | year = 1997
 | journal = The Journal of Derivatives
 | issue = Summer 1997
 | last1 = Corrado	 | first1 =  C.J.
 | last2 =  Su	 | first2 =  T.
 | access-date = 2009-07-07	| doi = 10.3905/jod.1997.407978
 | s2cid = 154383156
 }}
*{{Cite SSRN
 | title = A Note on the Equivalence between the Normal and the Lognormal Implied Volatility: A Model Free Approach
 | ssrn = 1894652
 | year = 2011
 | last = Grunspan | first = C.
 | mode=cs2
}}
*{{Cite SSRN
 | title = Asymptotics Expansions for the Implied Lognormal Volatility in a Model Free Approach
 | ssrn = 1965977 | year = 2011
 | last = Grunspan | first = C.
 | mode=cs2
}}
* {{Cite journal|last=Trippi|first=Robert|date=1978|title=Stock Volatility Expectations Implied by Option Premia|journal=The Journal of Finance|volume=33|pages=1–15}}