Pages that link to "Item:Q2222059"
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The following pages link to On the approximation of the Black and Scholes call function (Q2222059):
Displaying 8 items.
- 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)
- An improved Barone-Adesi Whaley formula for turbulent markets (Q2074890) (← links)
- On expansions for the Black-Scholes prices and hedge parameters (Q2320050) (← links)
- Approximate inversion of the Black-Scholes formula using rational functions (Q2455635) (← links)
- PRICING CALLABLE BONDS BY MEANS OF GREEN'S FUNCTION (Q4226855) (← links)
- A parametrized barycentric approximation for inverse problems with application to the Black–Scholes formula (Q4555961) (← links)
- Stochastic local volatility models and the Wei-Norman factorization method (Q6105360) (← links)