Model-free stochastic collocation for an arbitrage-free implied volatility: Part I
Le Floc’h, Fabien; Oosterlee, Cornelis W.
- 期刊名称Decisions in Economics and Finance
- 作者Le Floc’h, Fabien; Oosterlee, Cornelis W.
- 印刷ISSN1593-8883
- 电子ISSN1129-6569
- 文件大小858.13KB
- 发表时间2019-2-22
- DOI10.1007/s10203-019-00238-x