Pages that link to "Item:Q2893075"
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The following pages link to Arbitrage-free approximation of call price surfaces and input data risk (Q2893075):
Displaying 10 items.
- Call option price function in Bernstein polynomial basis with no-arbitrage inequality constraints (Q295013) (← links)
- Implied volatility and state price density estimation: arbitrage analysis (Q1789634) (← links)
- Arbitrage-free interpolation of call option prices (Q2173277) (← links)
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)
- Smooth and bid-offer compliant volatility surfaces under general dividend streams (Q2871432) (← links)
- Arbitrage-free SVI volatility surfaces (Q2879012) (← links)
- Moving Least Squares for Arbitrage-Free Price and Volatility Surfaces (Q2920949) (← links)
- European option pricing models described by fractional operators with classical and generalized<scp>Mittag‐Leffler</scp>kernels (Q6086473) (← links)
- Bayesian uncertainty quantification of local volatility model (Q6108893) (← links)
- Implied volatility smoothing at COVID-19 times (Q6134304) (← links)
