搜索结果: 1-1 共查到“经济学 volatility surface”相关记录1条 . 查询时间(0.132 秒)
Implied Volatility Surface: Construction Methodologies and Characteristics
Heston model and its extensions Carr and Wu approach Arbitrage-free algorithms
2011/7/19
The implied volatility surface (IVS) is a fundamental building block in computational finance.We provide a survey of methodologies for constructing such surfaces. We also discuss various topics which ...