Numerical techniques for determining implied volatility in option pricing (Q2104087)
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scientific article; zbMATH DE number 7630794
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Numerical techniques for determining implied volatility in option pricing |
scientific article; zbMATH DE number 7630794 |
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Numerical techniques for determining implied volatility in option pricing (English)
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9 December 2022
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finite difference
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Black-Scholes equation
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steepest descent method
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option price
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implied volatility
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0.9090387
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0.9022228
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0.90015614
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0.8995194
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0.8986041
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0.89376426
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0.89189756
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