Pages that link to "Item:Q2572045"
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The following pages link to A new formula for computing implied volatility (Q2572045):
Displayed 15 items.
- A bias in the volatility smile (Q1621642) (← links)
- The adjoint method for the inverse problem of option pricing (Q1718099) (← links)
- Challenges in approximating the Black and Scholes call formula with hyperbolic tangents (Q2044805) (← links)
- Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility (Q2074845) (← links)
- On the approximation of the Black and Scholes call function (Q2222059) (← links)
- A review on implied volatility calculation (Q2400325) (← links)
- Uniform Bounds for Black--Scholes Implied Volatility (Q2953944) (← links)
- AN EXPLICIT IMPLIED VOLATILITY FORMULA (Q4595301) (← links)
- Alternative results for option pricing and implied volatility in jump-diffusion models using Mellin transforms (Q4600764) (← links)
- A PDE method for estimation of implied volatility (Q4991029) (← links)
- On Implied Volatility Surface Construction for Stochastic Investment Models (Q5005604) (← links)
- Option prices and stock market momentum: evidence from China (Q5026531) (← links)
- ON THE RELATIONSHIP BETWEEN THE CALL PRICE SURFACE AND THE IMPLIED VOLATILITY SURFACE CLOSE TO EXPIRY (Q5193002) (← links)
- IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS (Q5324399) (← links)
- TIGHTER BOUNDS FOR IMPLIED VOLATILITY (Q5357514) (← links)