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An adaptive successive over-relaxation method for computing the Black-Scholes implied volatility Li, Minqiang; Lee, Kyuseok, QUANTITATIVE FINANCE, v.11, no.8, pp.1245 - 1269, 2011-08 |
(The) review of methods for valuing option = 옵션 가치 평가 방법들에 대한 고찰link Heo, Geon-Young; 허건영; et al, 한국과학기술원, 2000 |
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