Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion
| Year of publication: |
2009
|
|---|---|
| Authors: | Choi, Jaehyuk ; Kim, Kwangmoon ; Kwak, Minsuk |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 16.2009, 3, p. 261-268
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