On the approximation of the Black and Scholes call function (Q2222059)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the approximation of the Black and Scholes call function |
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Statements
On the approximation of the Black and Scholes call function (English)
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3 February 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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inverse problem
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