Numerical Techniques for Determining Implied Volatility in Option Pricing.

Bashiruddin Nabubie Song Wang

Published in: J. Comput. Appl. Math. (2023)

Keyphrases

option pricing
stock price
stock market
black scholes
non stationary
stock exchange
black scholes model
financial data
financial markets
capital budgeting
exchange rate
historical data
sensitivity analysis
decision analysis
financial time series
reinforcement learning
long term