Robust Numerical Calibration for Implied Volatility Expansion Models (Q2953945)
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scientific article; zbMATH DE number 6673564
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Robust Numerical Calibration for Implied Volatility Expansion Models |
scientific article; zbMATH DE number 6673564 |
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Robust Numerical Calibration for Implied Volatility Expansion Models (English)
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11 January 2017
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implied volatility expansions
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numerical calibration
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parameter reductions
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nonlinear least squares
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0.9026394
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0.8993032
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0.88795793
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0.88046145
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0.8799202
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0.87972647
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0.8796946
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