CHENG, Joseph; HUI, Jack. How Close is the Implied Volatility Derived from Black Scholes for Individual Stocks to VIX. Journal of Finance Issues, [S. l.], v. 18, n. 1, p. 41–51, 2019. DOI: 10.58886/jfi.v18i1.2220. Disponível em: https://jfi.aof-mbaa.org/index.php/jfi/article/view/2220. Acesso em: 28 may. 2023.