Borak, Szymon (contributor); … - 2005
-Universität zu Berlin, Germany
This research was supported by the Deutsche
Forschungsgemeinschaft through the SFB 649 "Economic … Dynamics of
Implied Volatilities: A Common Principal Components Ap-
proach. Review of Derivatives Research, 6:179–202, 2003.
[9 … applications to bond and currency options.
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[13] J. Hull, A. White The pricing on …