Giovanni Taglialatela

Università degli Studi di Bari “Aldo Moro” (UNIBA) - Dipartimento di Economia e Finanza

Piazza Umberto I

Bari, 70121

Italy

http://https://www.uniba.it/docenti/taglialatela-giovanni

  • Università degli Studi di Bari “Aldo Moro” (UNIBA) - Dipartimento di Economia e Finanza

SCHOLARLY PAPERS

6

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86

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Scholarly Papers (6)

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1.

A note on approximating the Black and Scholes call formula with hyperbolic tangents

Number of pages: 12 Posted: 18 Nov 2018 Last Revised: 21 Sep 2020
Michele Mininni, Giuseppe Orlando and Giovanni Taglialatela
Università degli Studi di Bari “Aldo Moro” (UNIBA), Università degli Studi di Bari “Aldo Moro” (UNIBA) - Department of Economics and Mathematical Methods and Università degli Studi di Bari “Aldo Moro” (UNIBA) - Dipartimento di Economia e Finanza
Downloads 69 (504,096)

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Option Pricing, Black and Scholes, Hyperbolic Tangent

2.

Analysis of New Models of Emerging Risk for Insurance Companies: The Climate Risk

Number of pages: 130 Posted: 31 Jan 2023
Eliana Tripaldi, Giuseppe Orlando and Giovanni Taglialatela
Independent, Università degli Studi di Bari “Aldo Moro” (UNIBA) - Department of Economics and Mathematical Methods and Università degli Studi di Bari “Aldo Moro” (UNIBA) - Dipartimento di Economia e Finanza
Downloads 17 (805,418)

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Climate Risk, Forecasting, GARCH, ARCH, ARIMA

3.

A Generalized Derivation of The Black-Scholes Implied Volatility Through Hyperbolic Tangents

Argumenta Oeconomica, 2022, Nr 2 (49), s. 23-57
Posted: 07 Dec 2022
Michele Mininni, Giuseppe Orlando and Giovanni Taglialatela
Università degli Studi di Bari “Aldo Moro” (UNIBA), Università degli Studi di Bari “Aldo Moro” (UNIBA) - Department of Economics and Mathematical Methods and Università degli Studi di Bari “Aldo Moro” (UNIBA) - Dipartimento di Economia e Finanza

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Implied volatility, approximation methods, hyperbolic tangent, the Black-Scholes model

4.

On the Approximation of the Black and Scholes Call Function

Giuseppe Orlando and Giovanni Taglialatela, On the approximation of the Black and Scholes call function, Journal of Computational and Applied Mathematics, 28 August 2020, https://www.sciencedirect.com/science/article/abs/pii/S0377042720304453
Posted: 09 Nov 2020
Giuseppe Orlando and Giovanni Taglialatela
Università degli Studi di Bari “Aldo Moro” (UNIBA) - Department of Economics and Mathematical Methods and Università degli Studi di Bari “Aldo Moro” (UNIBA) - Dipartimento di Economia e Finanza

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Black and Scholes model, Hyperbolic tangent, Implied volatility, Inverse problem

5.

Challenges in Approximating the Black and Scholes Call Formula with Hyperbolic Tangents

Mininni, M., Orlando, G. & Taglialatela, G. Challenges in approximating the Black and Scholes call formula with hyperbolic tangents. Decisions Econ Finan (2020). https://doi.org/10.1007/s10203-020-00305-8
Posted: 09 Nov 2020
Michele Mininni, Giuseppe Orlando and Giovanni Taglialatela
Università degli Studi di Bari “Aldo Moro” (UNIBA), Università degli Studi di Bari “Aldo Moro” (UNIBA) - Department of Economics and Mathematical Methods and Università degli Studi di Bari “Aldo Moro” (UNIBA) - Dipartimento di Economia e Finanza

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Option Pricing, Black and Scholes, Hyperbolic Tangent

6.

A Review on Implied Volatility Calculation

Journal of Computational and Applied Mathematics 320 (2017) 202–220
Posted: 29 Mar 2017
Giuseppe Orlando and Giovanni Taglialatela
Università degli Studi di Bari “Aldo Moro” (UNIBA) - Department of Economics and Mathematical Methods and Università degli Studi di Bari “Aldo Moro” (UNIBA) - Dipartimento di Economia e Finanza

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Implied volatility, Quantitative methods, Numerical calculus