Approximate inversion of the Black-Scholes formula using rational functions (Q2455635)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate inversion of the Black-Scholes formula using rational functions |
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Approximate inversion of the Black-Scholes formula using rational functions (English)
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25 October 2007
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Black-Scholes formula
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rational approximation
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closed-form inversion
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implied volatility
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dimension reduction
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