---
title: Convex Volatility Interpolation
url: https://www.ml-quant.com/papers/ssrn/4831218/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4831218
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4831218
featured: 2024-05-22
citations: 2
topic: Derivatives & Volatility
---


# Convex Volatility Interpolation

Convex Volatility Interpolation (CVI), a new method for calibrating implied volatility surfaces using quadratic programming, has been introduced, eliminating the need for hyperparameter tuning.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4831218
- Identifier: SSRN 4831218
- Released: 2024-05-16
- First featured: Quant Letter No. 50 (2024-05-22): https://www.ml-quant.com/issues/2024-05-22/
- Citations (Semantic Scholar): 2
- Published in: not yet
- Topic: Derivatives & Volatility

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