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Semiparametric modeling of implied volatility
| Autor principal: | |
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| Lenguaje: | eng |
| Publicado: |
Springer
2005
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| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/3-540-30591-2 http://cds.cern.ch/record/1638262 |
| _version_ | 1780934722192408576 |
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| author | Fengler, Matthias R |
| author_facet | Fengler, Matthias R |
| author_sort | Fengler, Matthias R |
| collection | CERN |
| id | cern-1638262 |
| institution | Organización Europea para la Investigación Nuclear |
| language | eng |
| publishDate | 2005 |
| publisher | Springer |
| record_format | invenio |
| spelling | cern-16382622021-04-21T21:26:46Zdoi:10.1007/3-540-30591-2http://cds.cern.ch/record/1638262engFengler, Matthias RSemiparametric modeling of implied volatilityMathematical Physics and MathematicsSpringeroai:cds.cern.ch:16382622005 |
| spellingShingle | Mathematical Physics and Mathematics Fengler, Matthias R Semiparametric modeling of implied volatility |
| title | Semiparametric modeling of implied volatility |
| title_full | Semiparametric modeling of implied volatility |
| title_fullStr | Semiparametric modeling of implied volatility |
| title_full_unstemmed | Semiparametric modeling of implied volatility |
| title_short | Semiparametric modeling of implied volatility |
| title_sort | semiparametric modeling of implied volatility |
| topic | Mathematical Physics and Mathematics |
| url | https://dx.doi.org/10.1007/3-540-30591-2 http://cds.cern.ch/record/1638262 |
| work_keys_str_mv | AT fenglermatthiasr semiparametricmodelingofimpliedvolatility |