Least squares kernel smoothing of the implied volatility smile
Matthias R. Fengler and Qihua Wang
| Year of publication: |
2009
|
|---|---|
| Authors: | Fengler, Matthias R. ; Wang, Qihua |
| Published in: |
Applied quantitative finance. - Berlin : Springer, ISBN 978-3-540-69177-8. - 2009, p. 193-207
|
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Kleinste-Quadrate-Methode | Least squares method | Theorie | Theory | Deutschland | Germany |
| 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://ebvufind01.dmz1.zbw.eu/10003746018