Chang-Yao Lin

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility
Mathematical Methods of Operations Research
2022-02-11Paper


Research outcomes over time


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