Counterexamples for FX Options Interpolations - Part I

By Jherek Healy

Published 2025-12-22

Everscope rating

1749

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Counterexample-based analysis of volatility smile interpolation schemes. Problem types: Risk Management, Density Estimation, Optimization, Anomaly Detection.

arXiv:2512.19621 · Paper rankings

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