Implied volatility under BS-BHM-updated model using Newton Raphson method (Q3454013)
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scientific article; zbMATH DE number 6515341
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| English | Implied volatility under BS-BHM-updated model using Newton Raphson method |
scientific article; zbMATH DE number 6515341 |
Statements
2 December 2015
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BS-BHM-updated model
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European call option pricing
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volatility
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Newton Raphson method
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0.7653876543045044
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0.7640659809112549
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0.764020562171936
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0.7620319724082947
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