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Details

Forecasting Implied Volatility Surfaces

Type
working paper
Date Issued
2007
Author(s)
Audrino, Francesco  
;
Colangelo, Dominik
Abstract
http://ideas.repec.org/p/usg/dp2007/2007-42.html
Language
English
HSG Classification
not classified
Refereed
No
Publisher
2007-42, VWA Discussion Papers Series, HSG St. Gallen
URL
https://www.alexandria.unisg.ch/handle/20.500.14171/81268
Subject(s)

economics

Division(s)

SEPS - School of Econ...

MS - Faculty of Mathe...

Eprints ID
41484
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