Robust calibration and arbitrage-free interpolation of SSVI slices (Q2292060): Difference between revisions
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Latest revision as of 22:15, 1 August 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust calibration and arbitrage-free interpolation of SSVI slices |
scientific article |
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Robust calibration and arbitrage-free interpolation of SSVI slices (English)
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31 January 2020
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SVI
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volatility surface
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calibration
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arbitrage free interpolation
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