Title of article
Approximate inversion of the Black–Scholes formula using rational functions
Author/Authors
Minqiang Li، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
17
From page
743
To page
759
Keywords
Rational approximation , Closed-form inversion , Implied volatility , Dimension reduction , Black–Scholes formula
Journal title
European Journal of Operational Research
Serial Year
2008
Journal title
European Journal of Operational Research
Record number
217343
Link To Document