An explicit implied volatility formula (Q4595301)
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scientific article; zbMATH DE number 6813770
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| English | An explicit implied volatility formula |
scientific article; zbMATH DE number 6813770 |
Statements
AN EXPLICIT IMPLIED VOLATILITY FORMULA (English)
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29 November 2017
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implied volatility
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Black-Scholes model
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approximation formula
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uniform bounds
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0.8686773777008057
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0.8549739122390747
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0.8360736966133118
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0.8274742960929871
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