Pages that link to "Item:Q621034"
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The following pages link to Using radial basis functions to construct local volatility surfaces (Q621034):
Displaying 5 items.
- Modeling and implementation of local volatility surfaces in Bayesian framework (Q1616807) (← links)
- Reconstruction of the time-dependent volatility function using the Black-Scholes model (Q1727049) (← links)
- Stable local volatility function calibration using spline kernel (Q2393653) (← links)
- Bi-cubic B-spline fitting-based local volatility model with mean reversion process (Q2416527) (← links)
- VOLATILITY SMILE INTERPOLATION WITH RADIAL BASIS FUNCTIONS (Q5878692) (← links)