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~isPartOf:"Review of derivatives research"
~person:"Härdle, Wolfgang"
~person:"Lai, Ching-chong"
~subject:"Theorie"
~type:"article"
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The dynamics of implied volatilities : a common principal components approach
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Villa, Christophe
- In:
Review of derivatives research
6
(
2003
)
3
,
pp. 179-202
Persistent link: https://www.econbiz.de/10001905297
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