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"Using Householder's method to improve the accuracy of the closed-form ..."
Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin, Changyao Lin (2021)
- Daniel Wei-Chung Miao
, Xenos Chang-Shuo Lin, Changyao Lin:
Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility. Math. Methods Oper. Res. 94(3): 493-528 (2021)
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