Approximate inversion of the Black-Scholes formula using rational functions
Year of publication: |
2008
|
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Authors: | Li, Minqiang |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 185.2008, 2 (1.3.), p. 743-759
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory |
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