Fengler, Matthias R.
Semiparametric Modeling of Implied Volatility
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
Clipboard copying: not available
Keywords: MATHEMATICS / General MAT000000
- Author(s)
- Fengler, Matthias R.
- Publisher
- Springer
- Publication year
- 2005
- Language
- en
- Edition
- 1
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9783540305910
