A semiparametric factor model for implied volatility surface dynamics

DOI:	https://doi.org/10.1093/jjfinec/nbm005
URL:	https://academic.oup.com/jfec/article/5/2/189/7860...
Additional URL:	https://www.researchgate.net/publication/31474232_...
Document Type:	Article
Year of publication:	2007
The title of a journal, publication series:	Journal of Financial Econometrics
Volume:	5
Issue number:	2
Page range:	189-218
Place of publication:	Oxford
Publishing house:	University Press
ISSN:	1479-8409 , 1479-8417
Publication language:	English
Institution:	School of Law and Economics > Statistik (Mammen)
Subject:	310 Statistics

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Mammen, Enno ; Fengler, Matthias R. ; Härdle, Wolfgang

Google Scholar: Mammen, Enno ; Fengler, Matthias R. ; Härdle, Wolfgang

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