"A review on implied volatility calculation."

Giuseppe Orlando, Giovanni Taglialatela (2017)

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DOI: 10.1016/J.CAM.2017.02.002

access: closed

type: Journal Article

metadata version: 2020-10-26

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Giuseppe Orlando, Giovanni Taglialatela:
A review on implied volatility calculation. J. Comput. Appl. Math. 320: 202-220 (2017)

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