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A new algorithm for computing implied volatility - MaRDI portal

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A new algorithm for computing implied volatility (Q2923095)

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scientific article; zbMATH DE number 6355840
Language Label Description Also known as
English
A new algorithm for computing implied volatility
scientific article; zbMATH DE number 6355840

    Statements

    author
    Kawee Numpacharoen
    0 references
    Kornkanok Bunwong
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    publication date
    15 October 2014
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    zbMATH Keywords
    implied volatility
    0 references
    option pricing
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    Black-Scholes formula
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    European options
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    title
    A new algorithm for computing implied volatility (English)
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    Identifiers

    zbMATH DE Number
    6355840
    0 references
    OpenAlex ID
    W1931408281
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    DOI
    10.2139/SSRN.1857206
    0 references
     
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