Pages that link to "Item:Q2572045"
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The following pages link to A new formula for computing implied volatility (Q2572045):
Displayed 7 items.
- A review on implied volatility calculation (Q2400325) (← links)
- Uniform Bounds for Black--Scholes Implied Volatility (Q2953944) (← links)
- AN EXPLICIT IMPLIED VOLATILITY FORMULA (Q4595301) (← links)
- Alternative results for option pricing and implied volatility in jump-diffusion models using Mellin transforms (Q4600764) (← links)
- ON THE RELATIONSHIP BETWEEN THE CALL PRICE SURFACE AND THE IMPLIED VOLATILITY SURFACE CLOSE TO EXPIRY (Q5193002) (← links)
- IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS (Q5324399) (← links)
- TIGHTER BOUNDS FOR IMPLIED VOLATILITY (Q5357514) (← links)