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~isPartOf:"Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen"
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A simple and general approach to fitting the discount curve under
no-arbitrage
constraints
Fengler, Matthias R.
;
Hin, Lin-Yee
-
School of Economics and Political Science, Universität …
-
2014
We suggest a simple and general approach to fitting the discount curve under
no-arbitrage
constraints based on a …
Persistent link: https://www.econbiz.de/10010886748
Saved in:
2
Semi-nonparametric estimation of the call price surface under strike and time-to-expiry
no-arbitrage
constraints
Fengler, Matthias
;
Hin, Lin-Yee
-
School of Economics and Political Science, Universität …
-
2011
enforce
no-arbitrage
constraints in strike and calendar dimensions we establish sufficient
no-arbitrage
conditions on the …
Persistent link: https://www.econbiz.de/10009322530
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