{"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}
引用次数: 0
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).
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