A Gaussian semi-parametric implied volatility model

DOI10.1177/1748301817709602MaRDI QIDQ6551973zbMATH OpenFDO

Authors Xiaoyan Wu, Ying Zhuang, Fei Chen, Meiqing Wang

Publication date 7 June 2024

Published in Journal of Algorithms \& Computational Technology (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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