Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Dynamic Semiparametric Factor Modeling"'
Autor:
Härdle, Wolfgang, Mungo, Julius
The volatility implied by observed market prices as a function of the strike and time to maturity form an Implied Volatility Surface (IV S). Practical applications require reducing the dimension and characterize its dynamics through a small number of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dc6d388207523a9114fb1141eda6157f
http://edoc.hu-berlin.de/18452/4698
http://edoc.hu-berlin.de/18452/4698
Autor:
Julius Mungo, Wolfgang Karl Härdle
The volatility implied by observed market prices as a function of the strike and time to maturity form an Implied Volatility Surface (IV S). Practical applications require reducing the dimension and characterize its dynamics through a small number of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a0222730b90e9d0997ad7c03398ea380
http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2007-027.pdf
http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2007-027.pdf
Autor:
Härdle, Wolfgang Karl, Mungo, Julius
The volatility implied by observed market prices as a function of the strike and time to maturity form an Implied Volatility Surface (IVS). Practical applications require reducing the dimension and characterize its dynamics through a small number of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::7622b8fe782cb966def14fc65e67025f
https://hdl.handle.net/10419/25199
https://hdl.handle.net/10419/25199