Hits 1-2 within 2 documents
Arbitrage-free smoothing of the implied volatility surface [journal article]
Source: Quantitative Finance, 9 (2009) 4. p.417-428
Hits 1-2 within 2 documents
Author(s): Fengler, Matthias
Source: Quantitative Finance, 9 (2009) 4. p.417-428
Author(s): Fengler, Matthias; Winter, Joachim.- 2001. 95-113p.