Natasa Tagasovska

University of Lausanne

France

SCHOLARLY PAPERS

1

DOWNLOADS

34

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Deep Smoothing of the Implied Volatility Surface

Number of pages: 16 Posted: 20 Jun 2019
Damien Ackerer, Natasa Tagasovska and Thibault Vatter
Swissquote Bank, University of Lausanne and Columbia University - Departments of Statistics and Mathematics
Downloads 34 (452,329)

Abstract:

Loading...