Comparative Analysis of Root Finding Algorithms for Implied Volatility Estimation of Ethereum Options

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Bibliográfalaš dieđut
Publikašuvnnas:	Computational Economics vol. 64, no. 1 (Jul 2024), p. 515
Váldodahkki:	Sapna, S.
Eará dahkkit:	Mohan, Biju R.
Almmustuhtton:	Springer Nature B.V.
Fáttát:	Newton-Raphson method Algorithms Bisection Convergence Comparative analysis Computing time Volatility Estimation Futures Monte Carlo simulation Hedging Institutional investments Derivatives Digital currencies Securities prices Stochastic models Methods Financial analysis
Liŋkkat:	Citation/Abstract Full Text - PDF
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