DSFM fitting of Implied Volatility Surfaces.
Szymon BorakMatthias FenglerWolfgang HiirdlePublished in: ISDA (2005)
Keyphrases
- surface fitting
- implicit polynomial
- three dimensional
- free form
- implicit surfaces
- surface reconstruction
- residual errors
- stock price
- computer vision
- algebraic curves
- stock trading
- curved objects
- least squares
- neural network
- financial markets
- surface model
- point cloud
- surface points
- coordinate systems
- stock market
- pose estimation
- long term
- multiscale
- simply connected