Wunkaew, W., Liu, Y., & Golubnichiy, K. V. (2022). Using the Newton-Raphson Method with Automatic Differentiation to Numerically Solve Implied Volatility of Stock Option through Binomial Model.
Citazione stile Chigago Style (17a edizione)Wunkaew, Wanchaloem, Yuqing Liu, e Kirill V. Golubnichiy. Using the Newton-Raphson Method with Automatic Differentiation to Numerically Solve Implied Volatility of Stock Option Through Binomial Model. 2022.
Citatione MLA (9a ed.)Wunkaew, Wanchaloem, et al. Using the Newton-Raphson Method with Automatic Differentiation to Numerically Solve Implied Volatility of Stock Option Through Binomial Model. 2022.
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