| http://www.w3.org/ns/prov#value | - In addition, historical data may be missing or non-existent, particularly for newly developed instruments or risk factors, and the historical simulation is generally not risk neutral. [0012] Accordingly, there is a need to provide an improved method for simulating a volatility surface to determine volatility values during option pricing simulation. [0013] It would be advantageous if such a method
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