"Robust Numerical Calibration for Implied Volatility Expansion Models."

Radu Baltean-Lugojan, Panos Parpas (2016)

> Home

Details and statistics

DOI: 10.1137/15M1035215

access: closed

type: Journal Article

metadata version: 2018-11-02

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamfm/Baltean-Lugojan16
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamfm/Baltean-Lugojan16
Radu Baltean-Lugojan, Panos Parpas:
Robust Numerical Calibration for Implied Volatility Expansion Models. SIAM J. Financial Math. 7(1): 917-946 (2016)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.