Model-free stochastic collocation for an arbitrage-free implied volatility. I. (Q2292062): Difference between revisions
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Latest revision as of 02:43, 18 August 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model-free stochastic collocation for an arbitrage-free implied volatility. I. |
scientific article |
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Model-free stochastic collocation for an arbitrage-free implied volatility. I. (English)
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31 January 2020
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stochastic collocation
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implied volatility
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quantitative finance
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arbitrage-free
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risk-neutral density
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