Artigo · Revista · 2018

Markov Chain Monte Carlo Method for Estimating Implied Volatility in Option Pricing

Yao Elikem Ayekple, Charles Kofi Tetteh, Prince Kwaku Fefemwole

Journal of Mathematics Research

• Acesso aberto · Diamante

Lê-lo10.5539/jmr.v10n6p108