Implied volatility and state price density estimation: arbitrage analysis (Q1789634): Difference between revisions

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+Calibrating volatility surfaces via relative-entropy minimization
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+On extracting information implied in options
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+The Pricing of Options and Corporate Liabilities
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+Implied volatility in oil markets
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+Dynamics of implied volatility surfaces
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+Nonlinear time series. Nonparametric and parametric methods
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+Semiparametric modeling of implied volatility.
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+Arbitrage-free smoothing of the implied volatility surface
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+Option Data and Modeling BSM Implied Volatility
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+Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
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+The dynamics of implied volatilities: a common principal components approach
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+Arbitrage-free approximation of call price surfaces and input data risk
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