Approximate inversion of the Black-Scholes formula using rational functions
| Year of publication: |
2008
|
|---|---|
| Authors: | Li, Minqiang |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 185.2008, 2, p. 743-759
|
| Publisher: |
Elsevier |