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Details

DSFM fitting of implied volatility surfaces

Type
book section
Date Issued
2005
Author(s)
Fengler, Matthias  
;
Härdle, Wolfgang K.
;
Borak, Szymon
Editor(s)
Kwaśnicka, Halina
Paprzycki, Marcin
Language
English
HSG Classification
not classified
Refereed
No
Book title
5th International Conference on Intelligent Systems Design and Applications : Wroclaw, Poland, September 8-10, 2005 : proceedings
Publisher
IEEE Computer Society
Publisher place
Los Alamitos, Calif.
Start page
526
End page
531
Pages
6
URL
https://www.alexandria.unisg.ch/handle/20.500.14171/85437
Subject(s)

economics

Division(s)

SEPS - School of Econ...

MS - Faculty of Mathe...

University of St.Gall...

Eprints ID
206775
Support
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