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Fengler, Matthias R.

Semiparametric Modeling of Implied Volatility

Fengler, Matthias R. - Semiparametric Modeling of Implied Volatility, ebook

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ISBN: 9783540305910
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Table of contents

1. Introduction

2. The Implied Volatility Surface

3. Smile Consistent Volatility Models

4. Smoothing Techniques

5. Dimension-Reduced Modeling

6. Conclusion and Outlook

DRM-restrictions

Printing: not available
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Keywords: MATHEMATICS / General MAT000000

Author(s)
Publisher
Springer
Publication year
2005
Language
en
Edition
1
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783540305910

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