Model-free stochastic collocation for an arbitrage-free...

  • Main
  • 2019 / 2
  • Model-free stochastic collocation for an arbitrage-free...
Decisions in Economics and Finance 2019 / 2

Model-free stochastic collocation for an arbitrage-free implied volatility: Part I

Le Floc’h, Fabien, Oosterlee, Cornelis W.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Journal:
Decisions in Economics and Finance
DOI:
10.1007/s10203-019-00238-x
Date:
February, 2019
File:
PDF, 858 KB
2019
Conversion to is in progress
Conversion to is failed