Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes
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Publication:6053111
DOI10.1080/14697688.2023.2229022zbMath1522.91323arXiv2207.02989OpenAlexW4285096238MaRDI QIDQ6053111
Emmanuel Gobet, Mnacho Echenim, Unnamed Author
Publication date: 25 September 2023
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2207.02989
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