Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines (Q2862436): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Arbitrage-free smoothing of the implied volatility surface
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+Constrained smoothing \(B\)-splines for the term structure of interest rates
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+The dynamics of implied volatilities: a common principal components approach
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+Quantile smoothing splines
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