Robust Numerical Calibration for Implied Volatility Expansion Models (2016)
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