A Formula to Compute Implied Volatility, with Error Estimate
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Publication:3648331
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Cited in
(14)- Can there be an explicit formula for implied volatility?
- A new formula for computing implied volatility
- Challenges in approximating the Black and Scholes call formula with hyperbolic tangents
- A modified Corrado-Miller implied volatility estimator
- Alternative specifications of the errors in the Black-Scholes option-pricing model and various implied-variance formulas
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- scientific article; zbMATH DE number 2163491 (Why is no real title available?)
- THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES
- Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility
- On the approximation of the Black and Scholes call function
- Numerical approximation of the implied volatility under arithmetic Brownian motion
- A PDE method for estimation of implied volatility
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