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A note on computation of implied volatility - MaRDI portal

A note on computation of implied volatility

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Publication:1417042

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DOI10.1023/A:1020695629589zbMath1069.91053MaRDI QIDQ1417042

Yoshiteru Kagenishi, Yoshitane Shinohara

Publication date: 18 December 2003

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

zbMATH Keywords

Black-Scholes model verification theorem numerical analysis

Mathematics Subject Classification ID

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