Model-Free Stochastic Collocation for an Arbitrage-Free Implied Volatility, Part II
نویسندگان
چکیده
منابع مشابه
From arbitrage to arbitrage-free implied volatilities
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ژورنال
عنوان ژورنال: Risks
سال: 2019
ISSN: 2227-9091
DOI: 10.3390/risks7010030