Arbitrage-free smoothing of the implied volatility surface (Q3404099): Difference between revisions

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+Nonparametric option pricing under shape restrictions
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+Calibrating volatility surfaces via relative-entropy minimization
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+On extracting information implied in options
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+Stochastic Volatility for Lévy Processes
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+Local martingales, bubbles and option prices
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+Calibration of the Local Volatility in a Generalized Black--Scholes Model Using Tikhonov Regularization
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+Calibration of the local volatility in a trinomial tree using Tikhonov regularization
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+Pricing American Options Fitting the Smile
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+Q3999325
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+Nonparametric state price density estimation using constrained least squares and the bootstrap
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+Martingales and arbitrage in multiperiod securities markets
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Markov-Komposition und eine Anwendung auf Martingale. (Markov compositions and an application to martingales)
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+Smoothing Splines and Shape Restrictions
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+Shape constrained smoothing using smoothing splines
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+Q3996207
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