The dynamics of the volatility skew: A Kalman filter...

The dynamics of the volatility skew: A Kalman filter approach

Mascia Bedendo, Stewart D. Hodges
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
33
Year:
2009
Language:
english
DOI:
10.1016/j.jbankfin.2008.12.014
File:
PDF, 504 KB
english, 2009
Conversion to is in progress
Conversion to is failed