Arbitrage-free approximation of call price surfaces and input data risk (Q2893075)
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scientific article; zbMATH DE number 6049737
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage-free approximation of call price surfaces and input data risk |
scientific article; zbMATH DE number 6049737 |
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Arbitrage-free approximation of call price surfaces and input data risk (English)
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25 June 2012
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volatility surfaces
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implied volatilities
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moving least squares
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input data risk
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