SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

No-Arbitrage Interpolation of the Option Price Function and Its Reformulation · Study

ArticleShelves

ArticleNo-Arbitrage Interpolation of the Option Price Function and Its Reformulation

Yu Wang2004

Article2004

No-Arbitrage Interpolation of the Option Price Function and Its Reformulation

Yu Wang · Hang Yin · Liqun Qi

27 citations·0/0 files stored·Journal of Optimization Theory and Applications

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Financial Risk and Volatility Modeling Risk and Portfolio Optimization

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 27 citations exist upstream.

References

1973The Pricing of Options and Corporate Liabilities 1987The Pricing of Options on Assets with Stochastic Volatilities 1993Dynamic Asset Pricing Theory.1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options 1994Implied Binomial Trees 1998Implied Volatility Functions: Empirical Tests 1996Recovering Probability Distributions from Option Prices 1998Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1999Option Implied Risk-Neutral Distributions and Implied Binomial Trees: A Literature Reviewpreprint · 12 shared references 2004Option-Implied Risk-Neutral Distributions and Risk Aversionbook · 11 shared references 2013Forecasting with Option-Implied Informationchapter · 10 shared references 2001IMPLIED AND LOCAL VOLATILITIES UNDER STOCHASTIC VOLATILITYarticle · 10 shared references 2001VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEYarticle · 10 shared references 1999Option-Implied Risk-Neutral Distributions and Implied Binomial Treesarticle · 9 shared references

Details

Year2004

Typearticle

Published2004-03-01

VenueJournal of Optimization Theory and Applications

ISSN-L0022-3239

Languageen

Citations27

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1023/b:jota.0000025713.44548.71

openalex_workW2076856502

Links

Imported from OpenAlex (CC0) — nothing here is generated.