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A review on implied volatility calculation:
Orlando, Giuseppe
;
Taglialatela, Giovanni
Journal of Computational and Applied Mathematics. 320 (2017) - p. 202-220 , 2017
Link:
https://doi.org/10.1016/j.cam.2017.02.002
RT Journal T1 <Title>A review on implied volatility calculation</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.cam.2017.02.002&Exemplar=1&LAN=DE A1 Orlando, Giuseppe A1 Taglialatela, Giovanni PB Elsevier BV YR 2017 SN 0377-0427 JF Journal of Computational and Applied Mathematics VO 320 SP 202 OP 220 LK http://dx.doi.org/https://doi.org/10.1016/j.cam.2017.02.002 DO https://doi.org/10.1016/j.cam.2017.02.002 SF ELIB - SuUB Bremen
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