Semiparametric modeling of implied volatility
Matthias R. Fengler
| Year of publication: |
2005
|
|---|---|
| Authors: | Fengler, Matthias R. |
| Publisher: |
Berlin [u.a.] : Springer |
| Subject: | Volatilität | Semiparametrisches Modell |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] ; Description [digitool.hbz-nrw.de] |
| Extent: | XV, 224 S. : graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
| Language: | English |
| Thesis: | Zugl.: Berlin, Humboldt-Univ., Diss., 2004 |
| Notes: | Literaturverz. S. [207] - 220 |
| ISBN: | 3-540-26234-2 ; 978-3-540-26234-3 |
| Classification: | Investition, Finanzierung ; Methoden und Techniken der Betriebswirtschaft |
| Source: |
Persistent link: https://www.econbiz.de/10004872873