Pages that link to "Item:Q2953944"
From MaRDI portal
The following pages link to Uniform Bounds for Black--Scholes Implied Volatility (Q2953944):
Displaying 7 items.
- A Black-Scholes inequality: applications and generalisations (Q2282961) (← links)
- Implied Volatility of Basket Options at Extreme Strikes (Q4560331) (← links)
- Option pricing in the moderate deviations regime (Q4581294) (← links)
- AN EXPLICIT IMPLIED VOLATILITY FORMULA (Q4595301) (← links)
- A PDE method for estimation of implied volatility (Q4991029) (← links)
- EFFECTIVE ASYMPTOTICS ANALYSIS FOR FINANCE (Q5114683) (← links)
- TIGHTER BOUNDS FOR IMPLIED VOLATILITY (Q5357514) (← links)
