A semiparametric factor model for implied volatility...

Journal of Financial Econometrics 2006 / 12 Vol. 5; Iss. 2

A semiparametric factor model for implied volatility surface dynamics

Fengler, M. R., Hardle, W. K., Mammen, E.
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:
5
Language:
english
Journal:
Journal of Financial Econometrics
DOI:
10.1093/jjfinec/nbm005
Date:
December, 2006
File:
PDF, 1.86 MB
english, 2006
Conversion to is in progress
Conversion to is failed