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Comparative analysis of root finding algorithms for implied volatility estimation of Ethereum options

S. Sapna, Biju R. Mohan
Year of publication:
2024
Authors: Sapna, S. ; Mohan, Biju R.
Subject: Black-Scholes model | Cryptocurrency | Ethereum options | Hybrid algorithms | Implied volatility | Volatilität | Volatility | Black-Scholes-Modell | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Algorithmus | Algorithm | Virtuelle Währung | Virtual currency | Index-Futures | Index futures
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