The dynamics of implied volatility surfaces
G. Skiadopoulos, S. Hodges, L. Clewlow
| Year of publication: |
2010
|
|---|---|
| Authors: | Skiadopoulos, George ; Hodges, Stewart D. ; Clewlow, Les |
| Published in: |
Decision making : recent developments and worldwide applications. - Dordrecht [u.a.] : Kluwer, ISBN 978-1-4419-4839-7. - 2010, p. 197-211
|
| Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Hauptkomponentenanalyse | Principal component analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009152462