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

Research output: Contribution to journalArticleScientificpeer-review

1 Citation (Scopus)
85 Downloads (Pure)

Fingerprint Dive into the research topics of 'Model-free stochastic collocation for an arbitrage-free implied volatility, part II'. Together they form a unique fingerprint.

Business & Economics