"Using Householder's method to improve the accuracy of the closed-form ..."

Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin, Changyao Lin (2021)

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DOI: 10.1007/S00186-021-00763-9

access: closed

type: Journal Article

metadata version: 2023-08-28

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Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin, Changyao Lin:
Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility. Math. Methods Oper. Res. 94(3): 493-528 (2021)

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