Improvized implied volatility function and nonparametric approach to unbiased estimation

Muhammad Atif Sattar and Hailiang Zhang, Samra Kanwal, Bayar Gardi

Year of publication:	2023
Authors:	Muhammad, Atif Sattar ; Zhang, Hailiang ; Kanwal, Samra ; Gardi, Bayar
Subject:	absolute smile approach \| ad hoc Black-Scholes \| heteroscedasticity \| Option valuation \| relative smile approach \| smearing technique \| weighted regression \| Volatilität \| Volatility \| Optionspreistheorie \| Option pricing theory \| Schätztheorie \| Estimation theory \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Schätzung \| Estimation \| Regressionsanalyse \| Regression analysis \| Black-Scholes-Modell \| Black-Scholes model \| Optionsgeschäft \| Option trading \| Heteroskedastizität \| Heteroscedasticity \| Index-Futures \| Index futures

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Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1142/S2424786322500323 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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