Model-free stochastic collocation for an arbitrage-free implied volatility: Part I

to related objects

Location: Deutsche Nationalbibliothek Frankfurt am Main

ISSN: 1129-6569

Extent: Online-Ressource

Language: Englisch

Notes: online resource.

Bibliographic citation: Model-free stochastic collocation for an arbitrage-free implied volatility: Part I ; day:22 ; month:2 ; year:2019 ; pages:1-36
Decisions in economics and finance ; (22.2.2019), 1-36

Classification: Wirtschaft

Creator: Le Floc'h, Fabien
Oosterlee, Cornelis W.

Contributor: SpringerLink (Online service)

DOI: 10.1007/s10203-019-00238-x

URN: urn:nbn:de:101:1-2019032023380809134304

Rights: Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 14.08.2025, 10:48 AM CEST

Data provider

This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.

Show original at data provider

Associated

Le Floc'h, Fabien
Oosterlee, Cornelis W.
SpringerLink (Online service)

Other Objects (12)

Artikel

Model-free stochastic collocation for an arbitrage-free implied volatility, part II

Arbeitspapier

Arbitrage-free smoothing of the implied volatility surface

Journal article | Zeitschriftenartikel

Arbitrage-free smoothing of the implied volatility surface

Arbitrage-Free Smoothing of the Implied Volatility Surface

Arbitrage-free smoothing of the implied volatility surface

Arbeitspapier

Model-free impulse responses

Arbeitspapier

Model-Free Impulse Responses

Model-Free or Not?

Arbeitspapier

Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets

Asymptotic extrapolation of model-free implied variance: exploring structural underestimation in the VIX Index

zweidimensionales bewegtes Bild

Model-free control and deep learning

Data-Driven Model-Free Electromagnetic Simulation

Artikel

Model-free stochastic collocation for an arbitrage-free implied volatility, part II

Arbeitspapier

Arbitrage-free smoothing of the implied volatility surface

Journal article | Zeitschriftenartikel

Arbitrage-free smoothing of the implied volatility surface

Arbitrage-Free Smoothing of the Implied Volatility Surface

Arbitrage-free smoothing of the implied volatility surface

Arbeitspapier

Model-free impulse responses

Arbeitspapier

Model-Free Impulse Responses

Model-Free or Not?

Arbeitspapier

Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets

Asymptotic extrapolation of model-free implied variance: exploring structural underestimation in the VIX Index

zweidimensionales bewegtes Bild

Model-free control and deep learning

Data-Driven Model-Free Electromagnetic Simulation

Artikel

Model-free stochastic collocation for an arbitrage-free implied volatility, part II

Arbeitspapier

Arbitrage-free smoothing of the implied volatility surface

Journal article | Zeitschriftenartikel

Arbitrage-free smoothing of the implied volatility surface

Arbitrage-Free Smoothing of the Implied Volatility Surface

Arbitrage-free smoothing of the implied volatility surface

Arbeitspapier

Model-free impulse responses

Arbeitspapier

Model-Free Impulse Responses

Model-Free or Not?

Arbeitspapier

Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets

Asymptotic extrapolation of model-free implied variance: exploring structural underestimation in the VIX Index

zweidimensionales bewegtes Bild

Model-free control and deep learning

Data-Driven Model-Free Electromagnetic Simulation

Cultural heritage institutions wishing to register will find more information here.

Fields marked * need to be filled in.

Username*

Please enter your username

Email*

Please enter your email address

Please do not fill this field

First name

Last name

Password*

Please enter your password

Confirm password*

Please enter the same password

I have read and agree to the privacy policy for the collection of personal data.*

This field is required.

I would like to subscribe to the newsletter of the Deutsche Digitale Bibliothek. See newsletter subscription info.

Account created

Your "My DDB" account has been successfully created. Before you can log in to your account, you must click the confirmation link in the message we just sent to the email address you provided.

Model-free stochastic collocation for an arbitrage-free implied volatility: Part I

Show object

References and Relationships

Classification and Topics

Contributors, Places and Time

Further information

Data provider

Associated

Other Objects (12)

Model-free stochastic collocation for an arbitrage-free implied volatility, part II

Arbitrage-free smoothing of the implied volatility surface

Arbitrage-free smoothing of the implied volatility surface

Arbitrage-Free Smoothing of the Implied Volatility Surface

Arbitrage-free smoothing of the implied volatility surface

Model-free impulse responses

Model-Free Impulse Responses

Model-Free or Not?

Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets

Asymptotic extrapolation of model-free implied variance: exploring structural underestimation in the VIX Index

Model-free control and deep learning

Data-Driven Model-Free Electromagnetic Simulation

Model-free stochastic collocation for an arbitrage-free implied volatility, part II

Arbitrage-free smoothing of the implied volatility surface

Arbitrage-free smoothing of the implied volatility surface

Arbitrage-Free Smoothing of the Implied Volatility Surface

Arbitrage-free smoothing of the implied volatility surface

Model-free impulse responses

Model-Free Impulse Responses

Model-Free or Not?

Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets

Asymptotic extrapolation of model-free implied variance: exploring structural underestimation in the VIX Index

Model-free control and deep learning

Data-Driven Model-Free Electromagnetic Simulation

Model-free stochastic collocation for an arbitrage-free implied volatility, part II

Arbitrage-free smoothing of the implied volatility surface

Arbitrage-free smoothing of the implied volatility surface

Arbitrage-Free Smoothing of the Implied Volatility Surface

Arbitrage-free smoothing of the implied volatility surface

Model-free impulse responses

Model-Free Impulse Responses

Model-Free or Not?

Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets

Asymptotic extrapolation of model-free implied variance: exploring structural underestimation in the VIX Index

Model-free control and deep learning

Data-Driven Model-Free Electromagnetic Simulation

Related objects

Reset password