A Formula to Compute Implied Volatility, with Error Estimate
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Publication:3648331
DOI10.4036/iis.2009.267zbMath1176.91154MaRDI QIDQ3648331
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
91G80: Financial applications of other theories
91G20: Derivative securities (option pricing, hedging, etc.)
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