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updated 4 days ago

Arbitrage-Free Smoothing of the Implied Volatility Surface by Philipp Rindler

Function to smooth call option prices and implied volatilities free of static arbitrage. (implied volatility, option pricing, finance)

evaluateSpline(u, tau, g, gamma, close, strike, ...

Arbitrage-free Smoothing of the Implied Volatility Surface


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updated 6 days ago

IBimp by Mario G.C.A. Cimino

An interval-based approach for business process simulation based on genetic algorithms and the BPMN (bpmn, business process opti..., business process simu...)




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