A new formula for computing implied volatility
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Publication:2572045
DOI10.1016/j.amc.2004.12.034zbMath1124.91034MaRDI QIDQ2572045
Publication date: 14 November 2005
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2004.12.034
65M99: Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems
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