On extracting information implied in options
| Year of publication: |
2007
|
|---|---|
| Authors: | Benko, M. ; Fengler, M. ; Härdle, W. ; Kopa, M. |
| Published in: |
Computational Statistics. - Springer. - Vol. 22.2007, 4, p. 543-553
|
| Publisher: |
Springer |
| Subject: | Implied volatility | Nonparametric regression |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005613173