At least-squares approach for estimating the volatility implied by option premia : overcoming smiles and frowns
Year of publication: |
2015
|
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Authors: | Kensinger, John W. |
Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 447662-1. - Vol. 31.2015, p. 173-185
|
Subject: | Least-squares | volatility | option premia | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | CAPM | Optionsgeschäft | Option trading |
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