AN EXPLICIT IMPLIED VOLATILITY FORMULA (Q4595301): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Rational Chebyshev Approximations for the Error Function
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+Asymptotics of implied volatility to arbitrary order
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+TIGHTER BOUNDS FOR IMPLIED VOLATILITY
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+Normal rank
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+An adaptive successive over-relaxation method for computing the Black–Scholes implied volatility
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+A new formula for computing implied volatility
@@ Property / cites work: A new formula for computing implied volatility / rank @@
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+Approximate inversion of the Black-Scholes formula using rational functions
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+A Formula to Compute Implied Volatility, with Error Estimate
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+A sharp Pólya-based approximation to the normal cumulative distribution function
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+Q4905685
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+Q5799635
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+Uniform Bounds for Black--Scholes Implied Volatility
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@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024917500480
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+W3124706686
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+Normal rank