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Least Squares Kernel Smoothing of the Implied Volatility Smile
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Least Squares Kernel Smoothing of the Implied Volatility Smile
ISBN
978-3-662-05021-7
Type
book section
Date Issued
2002
Author(s)
Fengler, Matthias
Wang, Q.
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
URL
https://www.alexandria.unisg.ch/handle/20.500.14171/71797
Subject(s)
economics
Division(s)
SEPS - School of Econ...
MS - Faculty of Mathe...
University of St.Gall...
Eprints ID
206771