On the approximation of the Black and Scholes call function (Q2222059)
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scientific article; zbMATH DE number 7305055
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the approximation of the Black and Scholes call function |
scientific article; zbMATH DE number 7305055 |
Statements
On the approximation of the Black and Scholes call function (English)
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3 February 2021
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Black and Scholes model
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hyperbolic tangent
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implied volatility
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inverse problem
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0.90748394
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0.89108616
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0.8898034
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0.8859828
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0.8830559
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0.8750416
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0.87403005
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0.8737254
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