Pages that link to "Item:Q2400325"
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The following pages link to A review on implied volatility calculation (Q2400325):
Displaying 11 items.
- Solving Black-Scholes equations using fractional generalized homotopy analysis method (Q827357) (← links)
- Fast reconstruction of time-dependent market volatility for European options (Q2027727) (← links)
- 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)
- On the approximation of the Black and Scholes call function (Q2222059) (← links)
- Computation of the unknown volatility from integral option price observations in jump-diffusion models (Q2664823) (← links)
- A PDE method for estimation of implied volatility (Q4991029) (← links)
- On Implied Volatility Surface Construction for Stochastic Investment Models (Q5005604) (← links)
- Numerical Identification of Time-Dependent Volatility in European Options with Two-Stage Regime-Switching (Q5119108) (← links)
- Stochastic local volatility models and the Wei-Norman factorization method (Q6105360) (← links)
