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Option pricing theory
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Applied quantitative finance
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Least squares kernel smoothing of the implied volatility smile
Fengler, Matthias R.
;
Wang, Qihua
- In:
Applied quantitative finance
,
(pp. 193-207)
.
2009
Persistent link: https://www.econbiz.de/10003746018
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Fitting the smile revisited : a least squares kernel estimator for the implied volatility surface
Fengler, Matthias R.
(
contributor
);
Wang, Qihua
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919426
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