An inverse problem of determining the implied volatility in option pricing

By Zui-Cha Deng, Jian-Ning Yu, Liu Yang. 2008

65 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/0623e1eeb1c517c071b0c32354fccf0b0b561463