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Arbitrage-free smoothing of the implied volatility surface

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abstract
   
type journal paper
   
keywords
   
language English
kind of paper journal article
date of appearance 1-1-2009
journal Quantitative Finance
publisher Routledge, Taylor & Francis Group
ISSN 1469-7688
volume of journal 9
number of issue 4
page(s) 417-428
review double-blind review
   
citation Fengler, M. (2009). Arbitrage-free smoothing of the implied volatility surface. Quantitative Finance, 9(4), 417-428.