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Review of derivatives research
SFB 649 discussion paper
185
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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
Saved in:
2
The Dynamics of Implied Volatilities: A Common Principal Components Approach
Fengler, Matthias R.
;
Härdle, Wolfgang K.
;
Villa, …
- In:
Review of derivatives research
6
(
2003
)
3
,
pp. 179-202
Persistent link: https://www.econbiz.de/10005931028
Saved in:
3
Hedging cryptocurrency options
Matic, Jovanka Lili
;
Packham, Natalie
;
Härdle, Wolfgang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 91-133
Persistent link: https://www.econbiz.de/10014266383
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