The Dynamics of Implied Volatilities: A Common Principal Components Approach
| Year of publication: |
2003
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|---|---|
| Authors: | Fengler, Matthias R. ; Härdle, Wolfgang K. ; Villa, Christophe |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 6.2003, 3, p. 179-202
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