Generalized Arbitrage-Free SVI Volatility Surfaces (Q2819096): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:40, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Arbitrage-Free SVI Volatility Surfaces |
scientific article |
Statements
Generalized Arbitrage-Free SVI Volatility Surfaces (English)
0 references
28 September 2016
0 references
SVI volatility surface
0 references
calendar spread arbitrage
0 references
butterfly arbitrage
0 references
static arbitrage
0 references
