Shape-Preserving Interpolation and Smoothing for Options Market Implied Volatility.

Hongxia Yin Y. Wang Liqun Qi

Published in: J. Optimization Theory and Applications (2009)

Keyphrases

shape preserving
stock price
option pricing
stock market
chinese stock market
financial markets
stock returns
financial crisis
exchange rate
non stationary
contrast enhancement
financial data
cubic spline
curve fitting
multiscale
shortest path
principal component analysis