Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines (Q2862436): Difference between revisions

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Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines
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    Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines (English)
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    15 November 2013
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    implied volatility
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    no-arbitrage
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    constrained smoothing splines
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