Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility (Q2074845)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility |
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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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