Arbitrage-free SVI volatility surfaces (Q2879012)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage-free SVI volatility surfaces |
scientific article |
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Arbitrage-free SVI volatility surfaces (English)
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5 September 2014
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volatility smile fitting
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volatility surfaces
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arbitrage pricing
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stochastic volatility inspired parametrisation
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butterfly arbitrage
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