Joint Dynamics of Implied Volatility of Liquid DAX Components
Year of publication: |
2009-09-02
|
---|---|
Authors: | Chen, Yanfeng |
Other Persons: | Härdle, Wolfgang (contributor) |
Publisher: |
Wirtschaftswissenschaftliche Fakultät |
Subject: | Statistik | Wirtschaft | implied volatility surface | dynamic semiparametric factor models | option pricing model | joint analysis |
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