Pages that link to "Item:Q3652695"
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The following pages link to Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion (Q3652695):
Displaying 6 items.
- Numerical techniques for determining implied volatility in option pricing (Q2104087) (← links)
- Model-free stochastic collocation for an arbitrage-free implied volatility. I. (Q2292062) (← links)
- Fast swaption pricing in Gaussian term structure models (Q2831010) (← 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 NUMERICAL METHOD TO COMPUTE THE VOLATILITY OF THE FRACTIONAL BROWNIAN MOTION IMPLIED BY AMERICAN OPTIONS (Q5403254) (← links)