Ausgabe 2-3/2023
Inhalt (2 Artikel)
Implied volatility surfaces: a comprehensive analysis using half a billion option prices
- Open Access
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
