Implied volatility (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Implied volatility" in English language version.

refsWebsite

Global rank English rank

2^nd place

low place

5^th place

11^th place

8^th place

703^rd place

501^st place

69^th place

59^th place

low place

low place

102^nd place

76^th place

arxiv.org

Mininni, Michele; Orlando, Giuseppe; Taglialatela, Giovanni (2021-06-01). "Challenges in approximating the Black and Scholes call formula with hyperbolic tangents". Decisions in Economics and Finance. 44 (1): 73–100. arXiv:1810.04623. doi:10.1007/s10203-020-00305-8. ISSN 1129-6569. S2CID 224879802.

Mininni, Michele; Orlando, Giuseppe; Taglialatela, Giovanni (2022), A generalized derivation of the Black-Scholes implied volatility through hyperbolic tangents, Argumenta Oeconomica, 2022, Nr 2 (49), retrieved 2022-12-11

Orlando, Giuseppe; Taglialatela, Giovanni (2017-08-15). "A review on implied volatility calculation". Journal of Computational and Applied Mathematics. 320: 202–220. doi:10.1016/j.cam.2017.02.002. ISSN 0377-0427.
Mininni, Michele; Orlando, Giuseppe; Taglialatela, Giovanni (2021-06-01). "Challenges in approximating the Black and Scholes call formula with hyperbolic tangents". Decisions in Economics and Finance. 44 (1): 73–100. arXiv:1810.04623. doi:10.1007/s10203-020-00305-8. ISSN 1129-6569. S2CID 224879802.
Jaeckel, P. (January 2015), "Let's be rational", Wilmott Magazine, 2015 (75): 40–53, doi:10.1002/wilm.10395
Salazar Celis, O. (2018). "A parametrized barycentric approximation for inverse problems with application to the Black–Scholes formula". IMA Journal of Numerical Analysis. 38 (2): 976–997. doi:10.1093/imanum/drx020. hdl:10067/1504500151162165141.
Mahdavi Damghani, Babak (2013). "De-arbitraging With a Weak Smile: Application to Skew Risk". Wilmott. 2013 (1): 40–49. doi:10.1002/wilm.10201. S2CID 154646708.

Salazar Celis, O. (2018). "A parametrized barycentric approximation for inverse problems with application to the Black–Scholes formula". IMA Journal of Numerical Analysis. 38 (2): 976–997. doi:10.1093/imanum/drx020. hdl:10067/1504500151162165141.

Jaeckel, P. (January 2015), "Let's be rational", Wilmott Magazine, 2015 (75): 40–53, doi:10.1002/wilm.10395
Jaeckel, P. (2013). "Reference Implementation of 'Let's Be Rational'". www.jaeckel.org.
Jaeckel, P. (March 2017). "Implied Normal Volatility". Wilmott Magazine: 52–54. Note The print version contains typesetting errors in the formulae which have been correct on www.jaeckel.org.

Akke, Ronald. "Implied Volatility Numerical Methods". RonAkke.com. Retrieved 9 June 2014.

Mininni, Michele; Orlando, Giuseppe; Taglialatela, Giovanni (2021-06-01). "Challenges in approximating the Black and Scholes call formula with hyperbolic tangents". Decisions in Economics and Finance. 44 (1): 73–100. arXiv:1810.04623. doi:10.1007/s10203-020-00305-8. ISSN 1129-6569. S2CID 224879802.
Mahdavi Damghani, Babak (2013). "De-arbitraging With a Weak Smile: Application to Skew Risk". Wilmott. 2013 (1): 40–49. doi:10.1002/wilm.10201. S2CID 154646708.

Mahdavi-Damghani, Babak (25 June 2015). "Introducing the Implied Volatility Surface Parametrization (IVP)". SSRN 2686138.

Orlando, Giuseppe; Taglialatela, Giovanni (2017-08-15). "A review on implied volatility calculation". Journal of Computational and Applied Mathematics. 320: 202–220. doi:10.1016/j.cam.2017.02.002. ISSN 0377-0427.
Mininni, Michele; Orlando, Giuseppe; Taglialatela, Giovanni (2021-06-01). "Challenges in approximating the Black and Scholes call formula with hyperbolic tangents". Decisions in Economics and Finance. 44 (1): 73–100. arXiv:1810.04623. doi:10.1007/s10203-020-00305-8. ISSN 1129-6569. S2CID 224879802.