PDF) A Closed-Form Model-Free Implied Volatility Formula through Delta Families
Delta and gamma of down-and-out call (barrier) options. | Download Table
programming - Why does the closed formula result for a Barrier option price deviate so strongly from the Monte Carlo approximation? - Quantitative Finance Stack Exchange
programming - Why does the closed formula result for a Barrier option price deviate so strongly from the Monte Carlo approximation? - Quantitative Finance Stack Exchange
The Black-Scholes formula, explained | by Jørgen Veisdal | Cantor's Paradise
Delta and gamma of down-and-out call (barrier) options. | Download Table