Robust calibration and arbitrage-free interpolation of SSVI slices (Q2292060)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust calibration and arbitrage-free interpolation of SSVI slices |
scientific article |
Statements
Robust calibration and arbitrage-free interpolation of SSVI slices (English)
0 references
31 January 2020
0 references
SVI
0 references
volatility surface
0 references
calibration
0 references
arbitrage free interpolation
0 references
