A Formula to Compute Implied Volatility, with Error Estimate
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Publication:3648331
DOI10.4036/IIS.2009.267zbMATH Open1176.91154OpenAlexW2070487103MaRDI QIDQ3648331FDOQ3648331
Authors: Song Liang, Yoshihiro Tahara 
Publication date: 25 November 2009
Published in: Interdisciplinary Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4036/iis.2009.267
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Derivative securities (option pricing, hedging, etc.) (91G20) Financial applications of other theories (91G80)
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