Forecasting implied volatility surfaces
Francesco Audrino ; Dominik Colangelo
| Year of publication: |
2007
|
|---|---|
| Authors: | Audrino, Francesco ; Colangelo, Dominik |
| Publisher: |
St. Gallen : Dep. of Economics, Univ. |
| Subject: | Volatilität | Prognose |
| Extent: | 36 S. graph. Darst. |
|---|---|
| Series: | Discussion paper / University of St. Gallen, Department of Economics. - St. Gallen : Forschungsgemeinschaft für Nationalökonomie an der Hochsch. St. Gallen. - Vol. 2007,42 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: |
Persistent link: https://www.econbiz.de/10004909254