Pages that link to "Item:Q5357514"
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The following pages link to TIGHTER BOUNDS FOR IMPLIED VOLATILITY (Q5357514):
Displaying 4 items.
- On the approximation of the Black and Scholes call function (Q2222059) (← links)
- A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL (Q3304204) (← links)
- AN EXPLICIT IMPLIED VOLATILITY FORMULA (Q4595301) (← links)
- A PDE method for estimation of implied volatility (Q4991029) (← links)