Least Squares Kernel Smoothing of the Implied Volatility Smile
ISBN
978-3-662-05021-7
Type
book section
Date Issued
2002
Author(s)
Language
English
HSG Classification
not classified
Refereed
No
Book title
Applied quantitative finance : theory and computational tools
Publisher
Springer
Publisher place
Heidelberg
Start page
193
End page
207
Pages
15
Subject(s)
Eprints ID
206771