H. Yin, Y. Wang, L. Qi. Shape-Preserving Interpolation and Smoothing for Options Market Implied Volatility. J. Optimization Theory and Applications, 142(1):243-266, 2009. [doi]
@article{YinWQ09,
title = {Shape-Preserving Interpolation and Smoothing for Options Market Implied Volatility},
author = {H. Yin and Y. Wang and L. Qi},
year = {2009},
doi = {10.1007/s10957-009-9541-4},
url = {https://doi.org/10.1007/s10957-009-9541-4},
researchr = {https://researchr.org/publication/YinWQ09},
cites = {0},
citedby = {0},
journal = {J. Optimization Theory and Applications},
volume = {142},
number = {1},
pages = {243-266},
}