Common functional implied volatility analysis
Kai Detlefsen; Wolfgang Härdle
| Year of publication: |
2005
|
|---|---|
| Other Persons: | Detlefsen, Kai (contributor) ; Härdle, Wolfgang (contributor) |
| Publisher: |
Berlin : SFB 649, Economic Risk |
| Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
| Extent: | Online-Ressource, 20 p., text ill |
|---|---|
| Series: | SFB 649 discussion paper. - Berlin : [Verlag nicht ermittelbar], ISSN 1860-5664, ZDB-ID 2195055-6. - Vol. 2005,012 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/25031 [Handle] |
| Classification: | C13 - Estimation ; G19 - General Financial Markets. Other |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003036517