Arbitrage-free approximation of call price surfaces and input data risk (Q2893075): Difference between revisions

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+Q4378663
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+On extracting information implied in options
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+On the Relation Between Option and Stock Prices: A Convex Optimization Approach
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+Arbitrage-free smoothing of the implied volatility surface
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+Martingales and stochastic integrals in the theory of continuous trading
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+A local least-squares method for solving nonlinear partial differential equations of second order
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+The approximation power of moving least-squares
@@ Property / cites work: The approximation power of moving least-squares / rank @@
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