|visits||member for||2 years, 8 months|
|seen||Feb 27 '13 at 5:33|
Numerical difficulties in fitting option prices
Edited to include a better link to the paper. In the paper, the authors talk about numerical difficulties involed in curve-fitting—not modeling—prices. My question is: What kind of numerical difficulties can you get when fitting call prices, which disappear if you fit implied volatilities?