A Generalized Simple Formula to Compute the Implied Volatility
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- repec:kap:revdev:v:20:y:2017:i:1:d:10.1007_s11147-016-9124-0 is not listed on IDEAS
- Minqiang Li & Kyuseok Lee, 2011.
"An adaptive successive over-relaxation method for computing the Black-Scholes implied volatility,"
Taylor & Francis Journals, vol. 11(8), pages 1245-1269.
- Li, Minqiang, 2008. "An Adaptive Succesive Over-relaxation Method for Computing the Black-Scholes Implied Volatility," MPRA Paper 6867, University Library of Munich, Germany.
- Sukhomlin, Nikolay & Santana Jiménez, Lisette Josefina, 2010. "Problema de calibración de mercado y estructura implícita del modelo de bonos de Black-Cox = Market Calibration Problem and the Implied Structure of the Black-Cox Bond Model," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 10(1), pages 73-98, December.
- repec:wsi:ijtafx:v:20:y:2017:i:07:n:s0219024917500480 is not listed on IDEAS
- Kathrin Glau & Paul Herold & Dilip B. Madan & Christian Potz, 2017. "The Chebyshev method for the implied volatility," Papers 1710.01797, arXiv.org.
- Steven Li, 2003. "The estimation of implied volatility from the Black-Scholes model: some new formulas and their applications," School of Economics and Finance Discussion Papers and Working Papers Series 141, School of Economics and Finance, Queensland University of Technology.
- Li, Minqiang, 2008. "Approximate inversion of the Black-Scholes formula using rational functions," European Journal of Operational Research, Elsevier, vol. 185(2), pages 743-759, March.
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