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"The concept of local volatility as well as the local volatility model are one of the classical topics of mathematical … volatility function; b) construction of parametric or non-parametric regression of the local volatility surface suitable for fast … calibration; c) no-arbitrage interpolation and extrapolation of the local and implied volatility surfaces; d) extension of the …
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Preface: It is necessary to thank many people at the end of a big project like writing a book. First, my thanks go to my patient editor Sunil Nair and his editorial assistants Rachel Holt and Sarah Gelson. Two anonymous reviewers made very thorough and useful comments on an earlier manuscript....
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