A review on implied volatility calculation (Q2400325)

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A review on implied volatility calculation
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    title
    A review on implied volatility calculation (English)
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    author
    Giuseppe Orlando
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    Giovanni Taglialatela
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    publication date
    28 August 2017
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    Mathematics Subject Classification ID
    91G20
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    91G60
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    65H05
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    zbMATH DE Number
    6766448
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    zbMATH Keywords
    implied volatility
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    quantitative methods
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    numerical calculus
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    OpenAlex ID
    W2591174527
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