Sebas Hendriks

Delft University of Technology

Stevinweg 1

Stevinweg 1

Delft, 2628 CN

Netherlands

Zeliade Systems

Paris

France

SCHOLARLY PAPERS

1

DOWNLOADS

838

SSRN CITATIONS

4

CROSSREF CITATIONS

3

Scholarly Papers (1)

1.

The Extended SSVI Volatility Surface

Number of pages: 20 Posted: 22 May 2017
Sebas Hendriks and Claude Martini
Delft University of Technology and Zeliade Systems
Downloads 838 (36,338)
Citation 10

Abstract:

Loading...

volatility smile, volatility surface, no-arbitrage