Construction and Interpretation of Model-Free Implied Volatility
Year of publication: |
2007-09
|
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Authors: | Andersen, Torben G. ; Bondarenko, Oleg |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP Number 13449 |
Classification: | C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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