Arbitrage-free interpolation of call option prices (Q2173277): Difference between revisions
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Latest revision as of 08:40, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage-free interpolation of call option prices |
scientific article |
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Arbitrage-free interpolation of call option prices (English)
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22 April 2020
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static arbitrage
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local volatility modeling
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interpolation
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