Pages that link to "Item:Q5451162"
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The following pages link to On the implicit Black–Scholes formula (Q5451162):
Displaying 11 items.
- The instantaneous volatility and the implied volatility surface for a generalized Black-Scholes model (Q607574) (← links)
- The bias in Black-Scholes/Black implied volatility: an analysis of equity and energy markets (Q867122) (← links)
- Alternative specifications of the errors in the Black-Scholes option-pricing model and various implied-variance formulas (Q899795) (← links)
- Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon (Q1020596) (← links)
- A Black-Scholes inequality: applications and generalisations (Q2282961) (← links)
- Volatility in options formulae for general stochastic dynamics (Q2438860) (← links)
- On nonexistence of non-constant volatility in the Black-Scholes formula (Q2471399) (← links)
- On the structure of proper Black-Scholes formulae (Q3147843) (← links)
- (Q4907374) (← links)
- (Q5397599) (← links)
- Can there be an explicit formula for implied volatility? (Q5415384) (← links)