{"title":"波动率插值和Yosida近似","authors":"V. Lucic","doi":"10.2139/ssrn.1998964","DOIUrl":null,"url":null,"abstract":"The purpose of this note is to point out a link between the Yosida approximation for linear operators and the method for volatility interpolation developed in Andreasen and Huge (2011).","PeriodicalId":431629,"journal":{"name":"Econometrics: Applied Econometric Modeling in Financial Economics eJournal","volume":"7 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2012-02-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Volatility Interpolation and Yosida Approximation\",\"authors\":\"V. Lucic\",\"doi\":\"10.2139/ssrn.1998964\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The purpose of this note is to point out a link between the Yosida approximation for linear operators and the method for volatility interpolation developed in Andreasen and Huge (2011).\",\"PeriodicalId\":431629,\"journal\":{\"name\":\"Econometrics: Applied Econometric Modeling in Financial Economics eJournal\",\"volume\":\"7 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2012-02-03\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Econometrics: Applied Econometric Modeling in Financial Economics eJournal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.1998964\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Econometrics: Applied Econometric Modeling in Financial Economics eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.1998964","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
The purpose of this note is to point out a link between the Yosida approximation for linear operators and the method for volatility interpolation developed in Andreasen and Huge (2011).
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