Moving Least Squares for Arbitrage-Free Price and Volatility Surfaces (Q2920949): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: On the Relation Between Option and Stock Prices: A Convex Optimization Approach / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Arbitrage-free smoothing of the implied volatility surface / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Arbitrage-free approximation of call price surfaces and input data risk / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The approximation power of moving least-squares / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Surfaces Generated by Moving Least Squares Methods / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Scattered Data Approximation / rank | |||
Normal rank | |||
Latest revision as of 02:08, 9 July 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
