Arbitrage-free call option surface construction using regression splines
Article first published online: 20 JUN 2014
Copyright © 2014 John Wiley & Sons, Ltd.
Applied Stochastic Models in Business and Industry
Volume 31, Issue 4, pages 515–527, July/August 2015
How to Cite
2015) Arbitrage-free call option surface construction using regression splines. Appl. Stochastic Models Bus. Ind., 31: 515–527. doi: 10.1002/asmb.2045.(
- Issue published online: 17 JUL 2015
- Article first published online: 20 JUN 2014
- Manuscript Accepted: 20 MAY 2014
- Manuscript Revised: 6 FEB 2014
- Manuscript Received: 5 MAY 2013
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