Arbitrage-free interpolation of call option prices (Q2173277)
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scientific article; zbMATH DE number 7191843
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage-free interpolation of call option prices |
scientific article; zbMATH DE number 7191843 |
Statements
Arbitrage-free interpolation of call option prices (English)
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22 April 2020
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static arbitrage
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local volatility modeling
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interpolation
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0.9143113
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0.9029056
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0.88764715
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0.8839551
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0.87670386
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0.87324584
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0.86851114
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