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~accessRights:"restricted"
~person:"Martini, Claude"
~type_genre:"Aufsatz in Zeitschrift"
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Arbitrage
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Aufsatz in Zeitschrift
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Martini, Claude
Krauss, Christopher
6
Stübinger, Johannes
6
Jarrow, Robert A.
4
Liu, Xin
4
Brooks, Robert
3
Da, Zhi
3
DeLisle, R. Jared
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Ding, Wenjie
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Le Van, Cuong
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Ang, Tze Chuan
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Cho, Hoon
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Decisions in economics and finance : DEF ; a journal of applied mathematics
1
The journal of computational finance
1
The journal of computational finance : JFC
1
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ECONIS (ZBW)
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Refined analysis of the no-butterfly-arbitrage domain for SSVI slices
Martini, Claude
;
Mingone, Arianna
- In:
The journal of computational finance : JFC
27
(
2023
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014486951
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2
The extended SSVI volatility surface
Hendriks, Sebas
;
Martini, Claude
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 25-39
Persistent link: https://www.econbiz.de/10012042223
Saved in:
3
Robust calibration and arbitrage-free interpolation of SSVI slices
Corbetta, Jacopo
;
Cohort, Pierre
;
Laachir, Ismail
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 665-677
Persistent link: https://www.econbiz.de/10012127308
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