Pages that link to "Item:Q2455635"
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The following pages link to Approximate inversion of the Black-Scholes formula using rational functions (Q2455635):
Displaying 17 items.
- Analytic models for parameter dependency in option price modelling (Q312173) (← links)
- Index of function inversion (Q619396) (← links)
- Analytical approximations for the critical stock prices of American options: a performance comparison (Q965897) (← links)
- Multivariate data fitting with error control (Q1731603) (← links)
- A practical error formula for multivariate rational interpolation and approximation (Q1960247) (← links)
- The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications (Q2030533) (← links)
- Challenges in approximating the Black and Scholes call formula with hyperbolic tangents (Q2044805) (← links)
- Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility (Q2074845) (← links)
- On the approximation of the Black and Scholes call function (Q2222059) (← links)
- Numerical treatment of stochastic models used in statistical systems and financial markets (Q2389518) (← links)
- Fast computation of vanilla prices in time-changed models and implied volatilities using rational approximations (Q2909517) (← links)
- Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion (Q3652695) (← links)
- A parametrized barycentric approximation for inverse problems with application to the Black–Scholes formula (Q4555961) (← links)
- AN EXPLICIT IMPLIED VOLATILITY FORMULA (Q4595301) (← links)
- A PDE method for estimation of implied volatility (Q4991029) (← links)
- An adaptive successive over-relaxation method for computing the Black–Scholes implied volatility (Q5300448) (← links)
- A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes (Q5962134) (← links)
