Pages that link to "Item:Q2862436"
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The following pages link to Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines (Q2862436):
Displayed 4 items.
- Call option price function in Bernstein polynomial basis with no-arbitrage inequality constraints (Q295013) (← links)
- Arbitrage-free interpolation of call option prices (Q2173277) (← links)
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)
- Novel computational technique for the direct estimation of risk-neutral density using call price data quotes (Q6095386) (← links)