Fitting and testing for the implied volatility curve using parametric models
Chuang-Chang Chang; Pin-Huang Chou; Tzu-Hsiang Liao
| Year of publication: |
2012
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|---|---|
| Authors: | Chang, Chuang-chang ; Chou, Pin-huang ; Liao, Tzu-hsiang |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 32.2012, 12, p. 1171-1191
|
| Subject: | Theorie | Theory | Volatilität | Volatility | Schätzung | Estimation | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009697755