A New Arbitrage-Free Parametric Volatility Surface
Year of publication: |
2020
|
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Authors: | Antonov, Alexandre |
Other Persons: | Konikov, Michael (contributor) ; Spector, Michael (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Arbitrage Pricing | Arbitrage pricing | Black-Scholes-Modell | Black-Scholes model | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (20 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 13, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3403708 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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