1. Implied volatility surfaces: a comprehensive analysis using half a billion option prices

   • Maxim Ulrich
   • Lukas Zimmer
   • Constantin Merbecks

   OriginalPaper Open access 30 September 2023 Pages: 135 - 169

   

2. Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson–Siegel model

   • Frédéric Godin
   • Ramin Eghbalzadeh
   • Patrice Gaillardetz

   OriginalPaper 04 October 2023 Pages: 171 - 206