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

[Prasanna K. <pk...@ku...>]

Peter,
Thank you very much.

Prasanna

> On Sep 11, 2020, at 2:48 AM, Peter Caspers <pca...@gm...> wrote:
> 
> 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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