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type_genre:"Arbeitspapier"
type_genre:"Non-commercial literature"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Fengler, Matthias"
~subject:"Theory"
~subject:"USA"
~type_genre:"Book section"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Applied quantitative finance
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Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
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The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias
;
Härdle, Wolfgang
;
Villa, Christophe
-
2001
Persistent link: https://www.econbiz.de/10001609556
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