Numerical Techniques for Determining Implied Volatility in Option Pricing

Bashiruddin Nabubie, Song Wang. Numerical Techniques for Determining Implied Volatility in Option Pricing. J. Computational Applied Mathematics, 422:114913, 2023. [doi]

@article{NabubieW23,
  title = {Numerical Techniques for Determining Implied Volatility in Option Pricing},
  author = {Bashiruddin Nabubie and Song Wang},
  year = {2023},
  doi = {10.1016/j.cam.2022.114913},
  url = {https://doi.org/10.1016/j.cam.2022.114913},
  researchr = {https://researchr.org/publication/NabubieW23},
  cites = {0},
  citedby = {0},
  journal = {J. Computational Applied Mathematics},
  volume = {422},
  pages = {114913},
}