Arbitrage-free approximation of call price surfaces and input data risk
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- repec:spr:comgts:v:14:y:2017:i:4:d:10.1007_s10287-017-0283-8 is not listed on IDEAS
- Fengler, Matthias R. & Hin, Lin-Yee, 2015. "Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints," Journal of Econometrics, Elsevier, vol. 184(2), pages 242-261.
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