University of St.Gallen
research platform alexandria
search publications
browse publications
by person
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
 
by year

Least Squares Kernel Smoothing of the Implied Volatility Smile

fulltext etc. no fulltext attached
abstract
   
type book chapter (English)
   
keywords
   
book title Applied Quantitative Finance
date of appearance 2009
publisher Springer Verlag (Heidelberg)
page(s) 193-207
citation Fengler, M., & Wang, Q. (2009). Least Squares Kernel Smoothing of the Implied Volatility Smile. In Applied Quantitative Finance (pp. 193-207). Heidelberg: Springer Verlag.