Publisher
Springer Nature Switzerland
Reference23 articles.
1. Seydel, R.U.: Tools for Computational Finance. Springer-Verlag London Limited (2012)
2. Amin, K.I., Morton, A.J.: Implied volatility functions in arbitrage-free term structure models. Journal of Financial Economics, vol: 35 (1994)
3. Barone-Adesi, G., Brown, K.C., Harlow, W.V.: On the use of implied stock volatilities in the prediction of successful corporate takeovers. Advances in Futures and Options Research (1994)
4. Teng, L.: Lecture notes on Computational Finance 1 (2021)
5. Günther, M., Jüngel, A.: Finanzderivative mit MATLAB. Vieweg+Teubner (2010)