Moving Least Squares for Arbitrage-Free Price and Volatility Surfaces (Q2920949): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/978-1-4614-3433-7_2 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2205154811 / rank | |||
Normal rank |
Revision as of 01:19, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Moving Least Squares for Arbitrage-Free Price and Volatility Surfaces |
scientific article |
Statements
Moving Least Squares for Arbitrage-Free Price and Volatility Surfaces (English)
0 references
29 September 2014
0 references