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Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility
Miao, Daniel Wei-Chung
;
Lin, Xenos Chang-Shuo
;
Lin, …
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
3
,
pp. 493-528
Persistent link: https://www.econbiz.de/10012793592
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