Arbitrage-free interpolation of call option prices (Q2173277)
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: Arbitrage-free interpolation of call option prices |
scientific article; zbMATH DE number 7191843
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Arbitrage-free interpolation of call option prices |
scientific article; zbMATH DE number 7191843 |
Statements
Arbitrage-free interpolation of call option prices (English)
0 references
22 April 2020
0 references
static arbitrage
0 references
local volatility modeling
0 references
interpolation
0 references
0 references
0.9143113
0 references
0.9029056
0 references
0 references
0.88764715
0 references
0.8839551
0 references
0 references
0.87670386
0 references
0.87324584
0 references
0.86851114
0 references
0 references
