1 |
F. Black, Myron Schoels, The Pricing of Options and Corporate Liabilities, Journal of Polytical Economy 81(3) (1973), 637-654.
DOI
|
2 |
T. W. Anderson, An Introduction to Multivariate Statistical Analysis, John Wiley & Sons, 2003.
|
3 |
F. Black, The Pricing of Commodity Contracts, Journal of Financial Economics, 3 (1976), 167-179.
DOI
|
4 |
Bernard Dumas, Jeff Fleming and Robert E. Whaley, Implied volatility functions: Empirical tests, The Journal of Finance, LIII0 (6): 2059-2106, 1998.
|
5 |
Jorge Nocedal, Numerical Optimization, Volume 2, 2nd Edition, volume 1, Springer, 1999.
|
6 |
Gregory E. Fasshauer, Meshfree approximation methods with MATLAB, World Scientific, 2007.
|
7 |
Lim Hyuncheul, Construction of the Implied Volatility Surface by Thin Plate Spline Function, 금융공학연구 18(4) (2019), 1-36.
DOI
|
8 |
Bertil Matern, Wiley StatsRef: Statistics Reference Online 2018.
|
9 |
Carl E. Rasmussen and Christopher K. I. Williams, Gaussian processes for machine learning, MIT press, Cambridge, MA, 2006.
|
10 |
Grace Wahba, Spline models for observational data, Siam, 1990.
|