Add to ORKGThis research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economic Risk"
The implied volatility of a European option as a function of strike price and time to maturity forms...
Stochastic implied volatility : a factor-based model. - Berlin u.a. : Springer, 2004. - XI, 229 S. -...
As a function of strike and time to maturity the implied volatility estimation is a challenging task...
This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economi...
A primary goal in modelling the dynamics of implied volatility surfaces (IVS) aims at reducing compl...
This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economi...
The implied volatility of a European option as a function of strike price and time to maturity forms...
This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economi...
A primary goal in modelling the implied volatility surface (IVS) for pricing and hedging aims at red...
The implied volatility of an option as a function of strike price and time to maturity forms a volat...
Implied volatility can be considered as a function of strike level and time to maturity. As it is ca...
A semiparametric factor model for electricity forward curve dynamics Szymon Borak
Hochdimensionale Regressionsprobleme, die sich dynamisch entwickeln, sind in zahlreichen Bereichen ...
The implied volatility of a European option as a function of strike price and time to maturity forms...
Stochastic implied volatility : a factor-based model. - Berlin u.a. : Springer, 2004. - XI, 229 S. -...
As a function of strike and time to maturity the implied volatility estimation is a challenging task...
This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economi...
A primary goal in modelling the dynamics of implied volatility surfaces (IVS) aims at reducing compl...
This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economi...
The implied volatility of a European option as a function of strike price and time to maturity forms...
This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economi...
A primary goal in modelling the implied volatility surface (IVS) for pricing and hedging aims at red...
The implied volatility of an option as a function of strike price and time to maturity forms a volat...
Implied volatility can be considered as a function of strike level and time to maturity. As it is ca...
A semiparametric factor model for electricity forward curve dynamics Szymon Borak
Hochdimensionale Regressionsprobleme, die sich dynamisch entwickeln, sind in zahlreichen Bereichen ...
The implied volatility of a European option as a function of strike price and time to maturity forms...
Stochastic implied volatility : a factor-based model. - Berlin u.a. : Springer, 2004. - XI, 229 S. -...
As a function of strike and time to maturity the implied volatility estimation is a challenging task...