Subject
General Earth and Planetary Sciences,General Environmental Science
Reference24 articles.
1. Dynamics of Symmetric SSVI Smiles and Implied Volatility Bubbles;M E Amrani;SIAM Journal on Financial Mathematics,2021
2. Weighted Monte Carlo: a new technique for calibrating asset-pricing models;M Avellaneda;International Journal of Theoretical and Applied Finance,2001
3. PCA for Implied Volatility Surfaces;M Avellaneda;The Journal of Financial Data Science,2020
4. Simulation of Implied Volatility Surfaces via Tangent L�vy Models;R Carmona;SIAM Journal on Financial Mathematics,2017
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Arbitrage-Free Neural-SDE Market Models;Applied Mathematical Finance;2023-01-02