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Research in Mathematics Volume 11, 2024 - Issue 1

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Applied & Interdisciplinary Mathematics

A computation of implied volatility leveraging model-free option-implied information

Muoria Kamaua Department of Mathematics, University of Nairobi, Nairobi, KenyaCorrespondence[email protected]

https://orcid.org/0000-0003-4364-7798

Ivivi J. Mwanikia Department of Mathematics, University of Nairobi, Nairobi, Kenya

Irene Irungub School of Mathematics, Statistics and Actuarial Science, University of Kent, Canterbury, UK

Richard Kithukaa Department of Mathematics, University of Nairobi, Nairobi, Kenya

Antti Rasilac Mathematics with Computer Science, Guangdong Technion, Shantou, Guangdong, China

(Reviewing editor:)

Article: 2353965 | Received 28 Dec 2023, Accepted 07 May 2024, Published online: 17 May 2024

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https://doi.org/10.1080/27684830.2024.2353965
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