Shape-preserving interpolation and smoothing for options market implied volatility (Q1035911): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shape-preserving interpolation and smoothing for options market implied volatility |
scientific article |
Statements
Shape-preserving interpolation and smoothing for options market implied volatility (English)
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4 November 2009
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option price function
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risk-neutral density
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implied volatility
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shape-preserving interpolation
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nonparametric estimation
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