Pages that link to "Item:Q3648331"
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The following pages link to A Formula to Compute Implied Volatility, with Error Estimate (Q3648331):
Displaying 12 items.
- Alternative specifications of the errors in the Black-Scholes option-pricing model and various implied-variance formulas (Q899795) (← links)
- Geneticly derived approximations for determining the implied volatility (Q1283719) (← 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)
- A review on implied volatility calculation (Q2400325) (← links)
- A new formula for computing implied volatility (Q2572045) (← links)
- A new algorithm for computing implied volatility (Q2923095) (← links)
- AN EXPLICIT IMPLIED VOLATILITY FORMULA (Q4595301) (← links)
- THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES (Q4673853) (← links)
- A PDE method for estimation of implied volatility (Q4991029) (← links)
- Can there be an explicit formula for implied volatility? (Q5415384) (← links)