Can the implied volatility surface move by parallel shifts?
L. C. G. RogersMichael TehranchiPublished in: Finance Stochastics (2010)
Keyphrases
- three dimensional
- d objects
- parallel processing
- stock price
- real time
- shape index
- smooth surfaces
- vector field
- stock market
- surface reconstruction
- parallel implementation
- stock index futures
- distributed memory
- cross section
- exchange rate
- parallel computing
- shared memory
- object recognition
- genetic algorithm
- neural network