A Formula to Compute Implied Volatility, with Error Estimate (Q3648331)
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scientific article; zbMATH DE number 5638374
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A Formula to Compute Implied Volatility, with Error Estimate |
scientific article; zbMATH DE number 5638374 |
Statements
A Formula to Compute Implied Volatility, with Error Estimate (English)
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25 November 2009
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implied volatility
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Black-Scholes model
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0.8686773777008057
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0.8592024445533752
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0.8123884797096252
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0.8058717250823975
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