Pages that link to "Item:Q2292062"
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The following pages link to Model-free stochastic collocation for an arbitrage-free implied volatility. I. (Q2292062):
Displaying 4 items.
- No-arbitrage interpolation of the option price function and its reformulation (Q704745) (← links)
- Volatility and volatility-linked derivatives: estimation, modeling, and pricing (Q2292042) (← links)
- Implied volatility functions in arbitrage-free term structure models. (Q2760388) (← links)
- The log‐moment formula for implied volatility (Q6187368) (← links)