Semiparametric modeling of implied volatility

Author(s)

• Fengler, Matthias R.

Bibliographic Information

Semiparametric modeling of implied volatility

Matthias R. Fengler

（Springer finance, . Lecture notes）

Springer, c2005

Note

"This book is based on the author's dissertation accepted on 28 June 2004 at the Humboldt-Universität zu Berlin." --T.p. verso

Includes bibliographical references (p. [207]-220) and index

• NCID: BA74338583
• ISBN:
  • 3540262342
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xv, 224 p.
• Size: 24 cm
• Classification:
  • LCC : HG106
• Subject Headings:
  • LCSH : Finance -- Mathematical models
  • LCSH : Estimation theory
• Parent Bibliography ID:
  • BA37506339