Challenges in approximating the Black and Scholes call formula with hyperbolic tangents (Q2044805)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Challenges in approximating the Black and Scholes call formula with hyperbolic tangents |
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Challenges in approximating the Black and Scholes call formula with hyperbolic tangents (English)
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10 August 2021
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Black and Scholes model
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hyperbolic tangent
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implied volatility
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