TIGHTER BOUNDS FOR IMPLIED VOLATILITY (Q5357514)
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scientific article; zbMATH DE number 6773513
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TIGHTER BOUNDS FOR IMPLIED VOLATILITY |
scientific article; zbMATH DE number 6773513 |
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TIGHTER BOUNDS FOR IMPLIED VOLATILITY (English)
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8 September 2017
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implied volatility
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Pólya approximation
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bisection method
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