The dynamics of implied volatility surfaces
Year of publication: |
2010
|
---|---|
Authors: | Skiadopoulos, George ; Hodges, Stewart D. ; Clewlow, Les |
Published in: |
Decision making : recent developments and worldwide applications. - Dordrecht [u.a.] : Kluwer, ISBN 978-1-4419-4839-7. - 2010, p. 197-211
|
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Hauptkomponentenanalyse | Principal component analysis |
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