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subject:"Schätztheorie"
~isPartOf:"Review of derivatives research"
~person:"Härdle, Wolfgang"
~person:"Perrakis, Stylianos"
~subject:"Volatility"
~type:"article"
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Härdle, Wolfgang
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Review of derivatives research
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Economics essays : a Festschrift for Werner Hildenbrand
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European financial management : the journal of the European Financial Management Association
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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International review of financial analysis
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The dynamics of implied volatilities : a common principal components approach
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Villa, Christophe
- In:
Review of derivatives research
6
(
2003
)
3
,
pp. 179-202
Persistent link: https://www.econbiz.de/10001905297
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2
Option bounds and the pricing of the volatility smile
Masson, Jean
;
Perrakis, Stylianos
- In:
Review of derivatives research
4
(
2000
)
1
,
pp. 29-53
Persistent link: https://www.econbiz.de/10001521985
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