Implied Volatility Surface Construction
Implied volatility surfaces are central tools used for pricing options. This thesis treats the topic of their construction. The main purpose is to uncover the most appropriate methodology for constructing implied volatility surfaces from discrete data and evaluate how well it performs. First some me...
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| Format: | Others |
| Language: | English |
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Umeå universitet, Institutionen för fysik
2018
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-145894 |