The analysis of implied volatilites

Matthias R. Fengler; Wolfgang Härdle; Peter Schmidt. Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse; Sonderforschungsbereich 373, Wirtschaftswissenschaftliche Fakultät

Year of publication:	2001
Authors:	Fengler, Matthias R. ; Härdle, Wolfgang ; Schmidt, Peter
Publisher:	Berlin : Sonderforschungsbereich 373
Subject:	Volatilität \| Volatility \| Black-Scholes-Modell \| Black-Scholes model \| Optionspreistheorie \| Option pricing theory \| Theorie \| Theory

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