Generalized Arbitrage-Free SVI Volatility Surfaces.

Gaoyue Guo Antoine Jacquier Claude Martini Leo Neufcourt

Published in: SIAM J. Financial Math. (2016)

Keyphrases

stock price
financial markets
stock market
free form
three dimensional
non stationary
financial time series
stock exchange
neural network
news articles
exchange rate
implicit polynomial
data sets
curved objects
deformable surface
historical data
range data
viewpoint
multiscale