"Approximate inversion of the Black-Scholes formula using rational functions."

Minqiang Li (2008)

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DOI: 10.1016/J.EJOR.2006.12.028

access: closed

type: Journal Article

metadata version: 2020-02-21

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Minqiang Li:
Approximate inversion of the Black-Scholes formula using rational functions. Eur. J. Oper. Res. 185(2): 743-759 (2008)

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