Pages that link to "Item:Q2519099"
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The following pages link to On the no-arbitrage condition in option implied trees (Q2519099):
Displaying 3 items.
- A new elementary geometric approach to option pricing bounds in discrete time models (Q320923) (← links)
- A comparison of fuzzy regression methods for the estimation of the implied volatility smile function (Q529267) (← links)
- The waterline tree for separable local-volatility models (Q2013448) (← links)