Numerical techniques for determining implied volatility in option pricing (Q2104087)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical techniques for determining implied volatility in option pricing |
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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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