Issue 2-3/2023
Content (2 Articles)
Open Access
Implied volatility surfaces: a comprehensive analysis using half a billion option prices
Maxim Ulrich, Lukas Zimmer, Constantin Merbecks
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson–Siegel model
Frédéric Godin, Ramin Eghbalzadeh, Patrice Gaillardetz