Pages that link to "Item:Q704745"
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The following pages link to No-arbitrage interpolation of the option price function and its reformulation (Q704745):
Displaying 4 items.
- Shape-preserving interpolation and smoothing for options market implied volatility (Q1035911) (← links)
- Differentiability and semismoothness properties of integral functions and their applications (Q1771309) (← links)
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)
- Smooth and Semismooth Newton Methods for Constrained Approximation and Estimation (Q2895679) (← links)
