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  • Search: subject:"FPI-SVI algorithm"
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Algorithm 1 Algorithmus 1 FPI-SVI algorithm 1 Iterative algorithm 1 Mathematical programming 1 Mathematische Optimierung 1 Quasi-explicit SVI 1 Stochastic process 1 Stochastic volatility 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Yang, Shuzhen 1 Zhang, Wenqing 1
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Finance research letters 1
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Fixed-point iterative algorithm for SVI model
Yang, Shuzhen; Zhang, Wenqing - In: Finance research letters 80 (2025), pp. 1-9
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