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Modeling Implied Volatility Surfaces Using Two-dimensional Cubic Spline with Estimated Grid Points
- Title
- Modeling Implied Volatility Surfaces Using Two-dimensional Cubic Spline with Estimated Grid Points
- Authors
- Seung-Ho Yang; Jaewook Lee; Gyu-Sik Han
- POSTECH Authors
- Jaewook Lee
- Date Issued
- 2010-01
- Publisher
- 대한산업공학회
- ISSN
- 1598-7248
- Article Type
- Article
- Citation
- INDUSTRIAL ENGINEERING & MANAGEMENT SYSTEMS, vol. 9, no. 4, page. 323 - 338, 2010-01
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