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Forecasting Implied Volatility Surfaces
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Forecasting Implied Volatility Surfaces
Series
VWA Discussion Papers Series
Type
working paper
Date Issued
2007
Author(s)
Audrino, Francesco
Colangelo, Dominik
Abstract
http://ideas.repec.org/p/usg/dp2007/2007-42.html
Language
English
HSG Classification
not classified
Refereed
No
Publisher
University of St. Gallen
URL
https://www.alexandria.unisg.ch/handle/20.500.14171/81267
Subject(s)
other research area
Division(s)
SEPS - School of Econ...
MS - Faculty of Mathe...
Eprints ID
45861