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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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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
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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