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A Formula to Compute Implied Volatility, with Error Estimate - MaRDI portal

A Formula to Compute Implied Volatility, with Error Estimate (Q3648331)

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A Formula to Compute Implied Volatility, with Error Estimate
scientific article

    Statements

    title
    A Formula to Compute Implied Volatility, with Error Estimate (English)
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    author
    Song Liang
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    Yoshihiro Tahara
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    publication date
    25 November 2009
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    zbMATH Keywords
    implied volatility
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    Black-Scholes model
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    Identifiers

    zbMATH DE Number
    5638374
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    OpenAlex ID
    W2070487103
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    DOI
    10.4036/IIS.2009.267
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