Use data in Tables 25.1 and 25.2, and Eq. (25.12) to construct the local volatility surface. In
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1 Hirsa Neftci Book 2 Local Volatility Surface by bicubic Spline 7 8 9 10 2 3 4 598 12 13 14 15 16 18 20 21 22 MA 33 36 calls 24 1405 24 1410 24 1415 ...View the full answer
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Related Book For 
An Introduction to the Mathematics of Financial Derivatives
ISBN: 978-0123846822
3rd edition
Authors: Ali Hirsa, Salih N. Neftci
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