Pages that link to "Item:Q1035911"
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The following pages link to Shape-preserving interpolation and smoothing for options market implied volatility (Q1035911):
Displaying 6 items.
- No-arbitrage interpolation of the option price function and its reformulation (Q704745) (← links)
- The interpolation of options (Q1424718) (← links)
- A new method for interpolating in a convex subset of a Hilbert space (Q2401024) (← links)
- Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines (Q2862436) (← links)
- Smooth and Semismooth Newton Methods for Constrained Approximation and Estimation (Q2895679) (← links)
- VOLATILITY SMILE INTERPOLATION WITH RADIAL BASIS FUNCTIONS (Q5878692) (← links)