Re: [Quantlib-users] Where can I find the background material related to the experimental SSVI implementation?

[Peter C. <pca...@gm...>]

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.
>
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