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A New Algorithm for Computing Implied Volatility - MaRDI portal

A New Algorithm for Computing Implied Volatility

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Publication:2923095

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DOI10.2139/SSRN.1857206zbMath1297.91136OpenAlexW1931408281MaRDI QIDQ2923095

Kornkanok Bunwong, Kawee Numpacharoen

Publication date: 15 October 2014

Published in: SSRN Electronic Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2139/ssrn.1857206

zbMATH Keywords

option pricing implied volatility Black-Scholes formula European options

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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