Nonparametric estimation of an implied volatility surface
Year of publication: |
1999
|
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Authors: | Bodurtha, James N. ; Jermakyan, Martin |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 2.1999, 4, p. 29-60
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
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