The implied volatility surface (also) is path-dependent

DOI10.1080/14697688.2026.2637739MaRDI QIDQ7347655zbMATH OpenFDO

Authors Hervé Andrès, Alexandre Boumezoued, Benjamin Jourdain

Publication date 14 September 2026

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697688.2026.2637739

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91Gxx)

Cites work

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