Calculating implied volatility using the bisection algorithm : a note
Year of publication: |
2009
|
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Authors: | Berry, R. H. ; Zuo, X. |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 16.2009, 13/15, p. 1399-1402
|
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
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