Generalized Arbitrage-Free SVI Volatility Surfaces (Q2819096)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Generalized Arbitrage-Free SVI Volatility Surfaces |
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
0 references
0 references
