Implied Volatility Surface: Construction Methodologies and Characteristics

Author:

Homescu Cristian

Publisher

Elsevier BV

Reference147 articles.

1. Computational Methods for Option Pricing

2. Nonparametric option pricing under shape restrictions;Y A�t-Sahalia;Journal of Econometrics,2003

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4. Moment explosion in stochastic volatility models;L B G Andersen;Finance and Stochastics,2007

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