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DSFM fitting of implied volatility surfaces

Matthias Fengler, Wolfgang K. Härdle & Szymon Borak

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abstract
   
type book chapter (English)
   
keywords
   
book title Conference, Proceedings of the Fifth International Conference "Intelligent Systems-Design and Applications"
date of appearance 2005
publisher ...
page(s) 526-531
citation Fengler, M., Härdle, W. K., & Borak, S. (2005). DSFM fitting of implied volatility surfaces. In Conference, Proceedings of the Fifth International Conference "Intelligent Systems-Design and Applications" (pp. 526-531): ....