VOLATILITY SMILE INTERPOLATION WITH RADIAL BASIS FUNCTIONS (Q5878692)
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scientific article; zbMATH DE number 7656159
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| default for all languages | No label defined |
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| 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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0.7446392178535461
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0.7193642258644104
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0.7068477272987366
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0.7046732902526855
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0.7034923434257507
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