Michele Bufalo, Giuseppe Orlando. An improved Barone-Adesi Whaley formula for turbulent markets. J. Computational Applied Mathematics, 406:113993, 2022. [doi]
@article{BufaloO22,
title = {An improved Barone-Adesi Whaley formula for turbulent markets},
author = {Michele Bufalo and Giuseppe Orlando},
year = {2022},
doi = {10.1016/j.cam.2021.113993},
url = {https://doi.org/10.1016/j.cam.2021.113993},
researchr = {https://researchr.org/publication/BufaloO22},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {406},
pages = {113993},
}