Double conditional smoothing of high-frequency volatility surface under a spatial model
Christian Peitz and Yuanhua Feng
| Year of publication: |
2015
|
|---|---|
| Authors: | Peitz, Christian ; Feng, Yuanhua |
| Published in: |
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]. - Cham : Springer, ISBN 978-3-319-03121-7. - 2015, p. 341-356
|
| Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010490093