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Matlab Code to check for arbitrage in implied volatility surface ? | Register To Post |
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| abhishek210585 | Posted on: 2013/2/18 15:40 |
Just popping in   Joined: 2011/11/9 From: Posts: 2 |
Matlab Code to check for arbitrage in implied volatility surface ? Hi.
Does anyone have any leads to a matlab code to check for arbitrage in an implied volatility surface and thus rectify the arbitrage points ? thanks ! |
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