Moving least squares for arbitrage-free price and volatility surfaces (Q2920949)
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scientific article; zbMATH DE number 6349253
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| default for all languages | No label defined |
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| English | Moving least squares for arbitrage-free price and volatility surfaces |
scientific article; zbMATH DE number 6349253 |
Statements
Moving Least Squares for Arbitrage-Free Price and Volatility Surfaces (English)
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29 September 2014
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0.7755092978477478
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0.7669846415519714
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0.7593658566474915
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0.7560497522354126
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0.7522644996643066
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