Arbitrage-free call option surface construction using regression splines (Q6574651)
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scientific article; zbMATH DE number 7883171
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| English | Arbitrage-free call option surface construction using regression splines |
scientific article; zbMATH DE number 7883171 |
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Arbitrage-free call option surface construction using regression splines (English)
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18 July 2024
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nonparametric
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index option pricing
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implied volatility
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arbitrage-free
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volatility smile
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volatility surface
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interpolation
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splines
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