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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]
ORCID Iconhttps://orcid.org/0000-0003-4364-7798
ORCID Icon,
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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