Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility (Q2074845)
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scientific article; zbMATH DE number 7472341
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| English | Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility |
scientific article; zbMATH DE number 7472341 |
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Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility (English)
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11 February 2022
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option pricing
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Black-Scholes formula
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implied volatility
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Householder's method
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0.7715959548950195
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0.7656781673431396
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0.7380609512329102
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0.7343742847442627
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0.7251940965652466
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