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Forecasting Implied Volatility Surfaces

Francesco Audrino & Dominik Colangelo

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abstract http://ideas.repec.org/p/usg/dp2007/2007-42.html
   
type working paper (English)
   
keywords
   
date of appearance 2007
publisher 2007-42, VWA Discussion Papers Series, HSG St. Gallen
review not reviewed
   
citation Audrino, F., & Colangelo, D. (2007). Forecasting Implied Volatility Surfaces: 2007-42, VWA Discussion Papers Series, HSG St. Gallen.