Print Email Facebook Twitter Extending the SSVI model with arbitrage-free conditions Title Extending the SSVI model with arbitrage-free conditions Author Hendriks, S. Contributor Oosterlee, C.W. (mentor) Martini, C. (mentor) Faculty Electrical Engineering, Mathematics and Computer Science Department Delft Institute of Applied Mathematics Programme Numerical Analysis Date 2016-08-26 To reference this document use: http://resolver.tudelft.nl/uuid:3c509ad4-3f26-46c9-87df-1e76459ea600 Embargo date 2017-08-26 Part of collection Student theses Document type master thesis Rights (c) 2016 Hendriks, S. Files PDF Thesis Sebas Hendriks.pdf 1.5 MB Close viewer /islandora/object/uuid:3c509ad4-3f26-46c9-87df-1e76459ea600/datastream/OBJ/view