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  • Search: subject:"interpolation and extrapolation"
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Subject
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Arbitrage-free interpolation and extrapolation 2 Static parametrization 2 Volatility surface 2 Estimation theory 1 Option pricing theory 1 Optionspreistheorie 1 Schätztheorie 1 Volatility 1 Volatilität 1 expenses 1 forecast 1 interpolation and extrapolation 1 own resources 1
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Undetermined 2 Free 1
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Article 3
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2 Undetermined 1
Author
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Itkin, Andrey 2 Cociuba, Mihai 1 Coroiu, Sorina Ioana 1 Sabău-Popa, Diana Claudia 1
Published in...
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The North American Journal of Economics and Finance 1 The North American journal of economics and finance : a journal of financial economics studies 1 Theoretical and Applied Economics 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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EUROPEAN UNION´S INCOMES STRUCTURE AND EXPENSES ORIENTATION RETROSPECTIVE AND PROSPECTIVE STUDY
Sabău-Popa, Diana Claudia; Cociuba, Mihai; Coroiu, … - In: Theoretical and Applied Economics 12(541)(supplement) (2009) 12(541)(supplement), pp. 120-129
This article analyses the way in which the collected incomes and the effective expenses of the European Union evoluated, both totally and partially, in the period 1958- 2008. Using the interpolar and extrapolar methods, there have been realized forecasts of the collected incomes and the expenses...
Persistent link: https://www.econbiz.de/10008675973
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To sigmoid-based functional description of the volatility smile
Itkin, Andrey - In: The North American Journal of Economics and Finance 31 (2015) C, pp. 264-291
also demonstrate how to construct an arbitrage-free interpolation and extrapolation in time, as well as build a local …
Persistent link: https://www.econbiz.de/10011191066
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To sigmoid-based functional description of the volatility smile
Itkin, Andrey - In: The North American journal of economics and finance : a … 31 (2015), pp. 264-291
Persistent link: https://www.econbiz.de/10011514245
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