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The analysis of implied volatilities

Matthias Fengler, Wolfgang K. Härdle & Peter Schmidt

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abstract
   
type book chapter (English)
   
keywords
   
book title Applied Quantitative Finance
date of appearance 2002
publisher Springer Verlag (Heidelberg)
page(s) 127-144
citation Fengler, M., Härdle, W. K., & Schmidt, P. (2002). The analysis of implied volatilities. In Applied Quantitative Finance (pp. 127-144). Heidelberg: Springer Verlag.