Pages that link to "Item:Q5300448"
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The following pages link to An adaptive successive over-relaxation method for computing the Black–Scholes implied volatility (Q5300448):
Displaying 6 items.
- Analytical approximations for the critical stock prices of American options: a performance comparison (Q965897) (← links)
- A bias in the volatility smile (Q1621642) (← links)
- Model-free stochastic collocation for an arbitrage-free implied volatility. I. (Q2292062) (← links)
- A new algorithm for computing implied volatility (Q2923095) (← links)
- AN EXPLICIT IMPLIED VOLATILITY FORMULA (Q4595301) (← links)
- A PDE method for estimation of implied volatility (Q4991029) (← links)