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~subject:"Prognose"
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Prognose
Volatilität
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Estimation
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Forecasting model
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Option trading
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Optionsgeschäft
3
Prognoseverfahren
3
Schätzung
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USA
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United States
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Volatility
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1996-2003
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Aktienmarkt
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Estimation theory
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Schätztheorie
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Stock market
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2002-2006
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Boosting
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Forecasting
1
Implied Volatility Surface
1
Option Pricing
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Option Trading Strategies
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English
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Audrino, Francesco
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Colangelo, Dominik
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Discussion paper / University of St. Gallen, Department of Economics
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USB Cologne (EcoSocSci)
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Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
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2007
Persistent link: https://www.econbiz.de/10004909254
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