A Gaussian semi-parametric implied volatility model

DOI10.1177/1748301817709602zbMATH Open1540.62143MaRDI QIDQ6551973FDOQ6551973

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)

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Mathematics Subject Classification ID

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

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