scientific article; zbMATH DE number 2163491
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Publication:4672353
zbMATH Open1133.91425MaRDI QIDQ4672353
A. F. Djouguela, Henri C. Jimbo, Isidore S. Ngongo
Publication date: 29 April 2005
Title of this publication is not available (Why is that?)
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An adaptive successive over-relaxation method for computing the Black–Scholes implied volatility ⋮ Recursive computation of piecewise constant volatilities ⋮ Title not available (Why is that?) ⋮ Numerical techniques for determining implied volatility in option pricing
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