Shape-preserving interpolation and smoothing for options market implied volatility (Q1035911): Difference between revisions

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Latest revision as of 03:30, 2 July 2024

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Shape-preserving interpolation and smoothing for options market implied volatility
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    Shape-preserving interpolation and smoothing for options market implied volatility (English)
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    4 November 2009
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    option price function
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    risk-neutral density
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    implied volatility
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    shape-preserving interpolation
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    nonparametric estimation
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