A note on computation of implied volatility (Q1417042)
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scientific article; zbMATH DE number 2019696
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A note on computation of implied volatility |
scientific article; zbMATH DE number 2019696 |
Statements
A note on computation of implied volatility (English)
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18 December 2003
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Black-Scholes model
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numerical analysis
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verification theorem
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