No arbitrage global parametrization for the eSSVI volatility surface (Q6158384)
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scientific article; zbMATH DE number 7698372
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No arbitrage global parametrization for the eSSVI volatility surface |
scientific article; zbMATH DE number 7698372 |
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No arbitrage global parametrization for the eSSVI volatility surface (English)
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20 June 2023
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implied volatility
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volatility surface
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calibration
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SVI
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eSSVI
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arbitrage-free parametrization
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