Related Books
Language: en
Pages: 232
Pages: 232
Type: BOOK - Published: 2005-12-19 - Publisher: Springer Science & Business Media
This book offers recent advances in the theory of implied volatility and refined semiparametric estimation strategies and dimension reduction methods for functi
Language: en
Pages:
Pages:
Type: BOOK - Published: 2010 - Publisher:
We propose a semiparametric factor model, which approximates the implied volatility surface (IVS) in a finite dimensional function space. Unlike standard princi
Language: en
Pages:
Pages:
Type: BOOK - Published: 2005 - Publisher:
Language: en
Pages: 43
Pages: 43
Type: BOOK - Published: 2017 - Publisher:
A primary goal in modelling the implied volatility surface (IVS) for pricing and hedging aims at reducing complexity. For this purpose one fits the IVS each day
Language: en
Pages:
Pages:
Type: BOOK - Published: - Publisher:
A new methodology for semi-parametric modelling of implied volatility surfaces is presented. This methodology is dependent upon the development of a feasible es
