A Formula to Compute Implied Volatility, with Error Estimate (Q3648331)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A Formula to Compute Implied Volatility, with Error Estimate
scientific article

    Statements

    A Formula to Compute Implied Volatility, with Error Estimate (English)
    0 references
    0 references
    0 references
    0 references
    25 November 2009
    0 references
    0 references
    implied volatility
    0 references
    Black-Scholes model
    0 references
    0 references