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Calibration of implied volatility: papers please.

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FangYi
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Joined: November 23rd, 2006, 8:44 am

Calibration of implied volatility: papers please.

June 18th, 2007, 9:08 am

Hi, I'm working on the calibration of implied volatility, could anybody kindly pass me relating papers, please?Do you know the method of extrapolation by delta?Many many thanks!!!!!
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alanxyz
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Joined: February 28th, 2007, 1:28 pm

Calibration of implied volatility: papers please.

June 20th, 2007, 7:02 am

A perfect calibration! Now what?By Schoutens et al.
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