DSFM fitting of Implied Volatility Surfaces

Szymon Borak, Matthias Fengler, Wolfgang Hiirdle. DSFM fitting of Implied Volatility Surfaces. In Proceedings of the Fifth International Conference on Intelligent Systems Design and Applications (ISDA 2005), 8-10 September 2005, Wroclaw, Poland. pages 526-531, IEEE Computer Society, 2005. [doi]

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