A note on computation of implied volatility

被引：0
|
作者：
Kagenishi Y. [1 ]
Shinohara Y. [1 ]
机构：
[1] The Graduate School of Management and Information Science, Shikoku University, Tokushima
来源：
Asia-Pacific Financial Markets | 2001年 / 8卷 / 4期
关键词：
Black-scholes model; Continuous volatility; Geometric method; implied volatility; Numerical analysis; Verification theorem;
D O I：
10.1023/A:1020695629589
中图分类号：
学科分类号：
摘要：
This is a note on computation of the implied volatility in the Black-Scholes formula to evaluate an accuracy of the computation. © 2002 Kluwer Academic Publishers.
引用
收藏
页码：361 / 368
页数：7
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