Simulation of arbitrage-free implied volatility surfaces
Rama Cont and Milena Vuletić
| Year of publication: |
2023
|
|---|---|
| Authors: | Cont, Rama ; Vuletić, Milena |
| Subject: | Implied volatility | options markets | volatility index | simulation | arbitrage | Volatilität | Volatility | Simulation | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Arbitrage | Index-Futures | Index futures | Index | Index number | Derivat | Derivative | Black-Scholes-Modell | Black-Scholes model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2023.2277960 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014443387