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~person:"Martini, Claude"
~source:"econis"
~subject:"Derivative"
~subject:"Implied Volatility"
~subject:"Volatility"
~subject:"volatility smile"
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Martini, Claude
Agarwalla, Sobhesh Kumar
3
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3
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The journal of computational finance
1
The journal of computational finance : JFC
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ECONIS (ZBW)
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Refined analysis of the no-butterfly-arbitrage domain for SSVI slices
Martini, Claude
;
Mingone, Arianna
- In:
The journal of computational finance : JFC
27
(
2023
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014486951
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2
The extended SSVI volatility surface
Hendriks, Sebas
;
Martini, Claude
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 25-39
Persistent link: https://www.econbiz.de/10012042223
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