Recover implied volatility of underlying asset from European option price

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Publication:5191069

DOI10.1515/JIIP.2009.031zbMath1167.91372OpenAlexW2123689170MaRDI QIDQ5191069

Lu Lu, Lei Yi

Publication date: 28 July 2009

Published in: Journal of Inverse and Ill-posed Problems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jiip.2009.031




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