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Search: subject:"functional variance process"
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310 Statistik
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EGC 070
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Funktionaler Varianzprozess
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Hauptkomponentenanalyse
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Implizite Volatilität
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Implizite Volatilitätsfläche
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Mathematics and Natural Science
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functional variance process
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implied volatility
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implied volatility surface
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local polynomial smoothing
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log returns
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lokale Polynomschätzer
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Schnellen, Marina
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Analysis of Implied Volatility Surfaces ; Analyse von Impliziten Volatilitätsflächen
Schnellen, Marina
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2007
Persistent link: https://www.econbiz.de/10010353194
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