Semiparametric Modeling of Implied Volatility

Matthias Fengler

in Springer Finance from Springer, currently edited by Francesca Biagini, Bruno Bouchard, Mark Broadie, Paolo Guasoni, Charles-Albert Lehalle, Mathieu Rosenbaum

Date: 2005
ISBN: 978-3-540-30591-0
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfln:978-3-540-30591-0

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DOI: 10.1007/3-540-30591-2

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