Arbitrage-Free SVI Volatility Surfaces
Year: 2012
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.2033323
Authors: Jim Gatheral, Antoine Jacquier
Institutions: Baruch College, The Alan Turing Institute, Imperial College London
Language: Italian
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W2139606740