Modeling Implied Volatility Surfaces using 2D Penalized B-Splines: A Numerical Analysis

Fuente: Zenodo

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Bibliographic Details
Main Author:	Conway-Burt, Sebastian
Format:	Recurso digital
Published:	Zenodo 2025
Subjects:	Implied volatility Volatility surface Penalized B-splines LSQR algorithm Numerical analysis Computational finance Option pricing
Online Access:	Acceder al recurso
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