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SSRN Electronic Journal, 2010
We generate a reliable implied volatility surface without arbitrage in space and in time by parametrising a mixture of shifted lognormal densities under constraints and use a Differential Evolution algorithm to calibrate the model's parameters to a finite set of option prices. It is used for marking options not directly visible as well as for computing
Daniel Bloch, Carlos A. Coello Coello
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We generate a reliable implied volatility surface without arbitrage in space and in time by parametrising a mixture of shifted lognormal densities under constraints and use a Differential Evolution algorithm to calibrate the model's parameters to a finite set of option prices. It is used for marking options not directly visible as well as for computing
Daniel Bloch, Carlos A. Coello Coello
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The Psychoanalytic Quarterly, 1968
(1968). Smiling in Schizophrenia. The Psychoanalytic Quarterly: Vol. 37, No. 1, pp. 103-113.
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(1968). Smiling in Schizophrenia. The Psychoanalytic Quarterly: Vol. 37, No. 1, pp. 103-113.
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International Conference Industrial Technology and Management, 2018
Yu Chung-En
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Yu Chung-En
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What makes a smiling face look happy? Visual saliency, distinctiveness, and affect
Psychological Research, 2018M. Calvo +2 more
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Environment and Planning A: Economy and Space, 2004 Danny Dorling, Charles Pattie
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SMILE AND THE WORLD WILL SMILE AT YOU: THE SMILE PROJECT
ICERI Proceedings, 2019Loredana Danaila +4 more
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