Statistical analysis of the implied volatility derivative
| Year of publication: |
2002-07-01
|
|---|---|
| Authors: | Lynch, Paul ; Allinson, Nigel |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Implied volatility |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 264 |
| Classification: | C10 - Econometric and Statistical Methods: General. General ; G10 - General Financial Markets. General |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005345437