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A Generalized Simple Formula to Compute the Implied Volatility

✍ Scribed by Don M. Chance


Book ID
114758828
Publisher
John Wiley and Sons
Year
1996
Tongue
English
Weight
327 KB
Volume
31
Category
Article
ISSN
0732-8516

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πŸ“œ SIMILAR VOLUMES


On a computationally simple form of the
✍ Ignacy DulΘ©ba πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 141 KB

In this paper a computationally simple form of the generalized Campbell-Baker-Hausdor -Dynkin formula (GCBHD) is given. SimpliΓΏcations arise from both combinatorial (explicit) as well as algorithmic (implicit) arguments. On generating the Ph. Hall basis in a special form, and introducing a speciΓΏc s