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Using the Newton-Raphson Method with Automatic Differentiation to Numerically Solve Implied Volatility of Stock Option through Binomial Model.
Wanchaloem Wunkaew
Yuqing Liu
Kirill V. Golubnichiy
Published in:
CoRR (2022)
Keyphrases
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statistical model
experimental data
formal model
knowledge base
probability distribution
management system
semi automatic
neural network model
optimization model
genetic algorithm
similarity measure
objective function
probabilistic model
theoretical framework
mathematical model
network structure