Empirial performance of a spline-based implied volatility surface
Year of publication: |
2012
|
---|---|
Authors: | Orosi, greg |
Published in: |
Journal of derivatives & hedge funds. - Basingstoke : Palgrave Macmillian, ISSN 1753-9641, ZDB-ID 2408771-3. - Vol. 18.2012, 4, p. 361-376
|
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
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