Robust Numerical Calibration for Implied Volatility Expansion Models (2016)

First Author: Baltean-Lugojan R
Attributed to:  Uncertainty-Aware Planning and Scheduling in the Process Industries funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1137/15m1035215

Publication URI: http://dx.doi.org/10.1137/15m1035215

Type: Journal Article/Review

Parent Publication: SIAM Journal on Financial Mathematics

Issue: 1