Real Time Implied Volatility Calibrations
The paper presents a robust method for calibrating the SVI model to volatility surfaces in cryptocurrency markets using advanced optimization techniques.
Featured in No. 58 on 24 Jul 2024 · 8 days after release
- Released
- 16 Jul 2024
- First featured
- No. 58 · 24 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4899357
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).