Tighter 'uniform bounds for Black-Scholes implied volatility' and the applications to root-finding

Fuente: arXiv

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Bibliographic Details
Main Authors:	Choi, Jaehyuk, Huh, Jeonggyu, Su, Nan
Format:	Preprint
Published:	2023
Subjects:	Mathematical Finance Computational Finance Pricing of Securities 91G20, 91G60
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2302.08758