Help me model an implied volatility surface using R or Python

Închis Postat la acum 2 ani S-au achitat serviciile după ce au fost prestate
Închis

I have quality implied volatility data from 10 days to expiration to 720 days to expiration, across all strikes on a number of underlyings. I would like to understand how to smoothly interpolate these into a neat surface that I can then use to price options using Black-Scholes based on a generic variables (i.e. 50-Delta, 34 days to expiration). I've attached what the raw data looks like hereto.

Python Statistică Limbaj de programare R Calculus Matematică

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shish1992

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$50 USD / oră
(40 recenzii)
5.4
merinsinha

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$39 USD / oră
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4.8
ArkssTech

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$25 USD / oră
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4.5
PritomKumar078

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4.0
Nazardev

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loyidandrews

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0.0
lubuntu

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$50 USD / oră
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Timurtem

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ReFoscoDPR

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