Semiparametric modeling of implied volatility
Matthias R. Fengler
| Year of publication: |
c 2005
|
|---|---|
| Authors: | Fengler, Matthias |
| Publisher: |
Berlin : Springer |
| Subject: | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Semiparametrisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Table of Contents [loc.gov] ; Description [deposit.dnb.de] ; Description [bvbr.bib-bvb.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [loc.gov] ; Description [loc.gov] |
