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From: Peter C. <pca...@gm...> - 2020-09-11 06:49:30
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Hi Prasanna, one suitable reference is this here https://arxiv.org/pdf/1204.0646.pdf Thanks Peter On Thu, 10 Sep 2020 at 16:41, Prasanna Katta <pk...@ku...> wrote: > > Hello, > Where can I find the background material related to the experimental SSVI implementation in the QuantLib library? > > Thanks. > > _______________________________________________ > QuantLib-users mailing list > Qua...@li... > https://lists.sourceforge.net/lists/listinfo/quantlib-users |