Moving Least Squares for Arbitrage-Free Price and Volatility Surfaces (Q2920949): Difference between revisions

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+https://doi.org/10.1007/978-1-4614-3433-7_2
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+W2205154811
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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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+Arbitrage-free approximation of call price surfaces and input data risk
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+The approximation power of moving least-squares
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+Surfaces Generated by Moving Least Squares Methods
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+Scattered Data Approximation
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