VOLATILITY SMILE INTERPOLATION WITH RADIAL BASIS FUNCTIONS (Q5878692)
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scientific article; zbMATH DE number 7656159
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VOLATILITY SMILE INTERPOLATION WITH RADIAL BASIS FUNCTIONS |
scientific article; zbMATH DE number 7656159 |
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VOLATILITY SMILE INTERPOLATION WITH RADIAL BASIS FUNCTIONS (English)
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22 February 2023
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RBF
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radial basis function
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volatility
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risk-neutral density
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local volatility
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