Open AccessSemiparametric Modeling of Implied Volatility
Author(s) -
M. Avellaneda,
Giovanni BaroneAdesi,
Mark Broadie,
Mark H. Davis,
E. derman,
C Klüppelberg,
Emanuel Kopp,
Walter Schachermayer
Publication year - 2005
Publication title -
springer finance
Language(s) - Uncategorized
Resource type - Book series
eISSN - 2195-0687
pISSN - 1616-0533
DOI - 10.1007/3-540-30591-2
Subject(s) - econometrics , volatility (finance) , implied volatility , economics , sabr volatility model , forward volatility , financial economics
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