Using the Newton-Raphson Method with Automatic Differentiation to Numerically Solve Implied Volatility of Stock Option through Binomial Model

Fuente: arXiv

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Bibliographic Details
Main Authors:	Wunkaew, Wanchaloem, Liu, Yuqing, Golubnichiy, Kirill V.
Format:	Preprint
Published:	2022
Subjects:	Numerical Analysis
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2207.09033