Pages that link to "Item:Q2222059"
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The following pages link to On the approximation of the Black and Scholes call function (Q2222059):
Displaying 4 items.
- Challenges in approximating the Black and Scholes call formula with hyperbolic tangents (Q2044805) (← links)
- Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility (Q2074845) (← links)
- An improved Barone-Adesi Whaley formula for turbulent markets (Q2074890) (← links)
- Stochastic local volatility models and the Wei-Norman factorization method (Q6105360) (← links)
