... accuracy.^6.1

For further discussion of the Newton-Raphson formula and bracketing, a good source is chapter 9 of Press et al. (1992)

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... sell.^8.1

Such options would be like the classical April fools present, a perpetual zero coupon bond...

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... (BAW).^12.1

The approximation is also discussed in Hull (2003).

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... implies,^13.1

Since Bermuda is somewhere between America and Europe...

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