Work

A New Arbitrage-Free Parametric Volatility Surface

Year: 2019

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.3403708

Authors: Alexandre Antonov, Michael Konikov, Michael Spector

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2993829822

Cites: 8

Cited by: 8

Related to: 10