Pages that link to "Item:Q1417894"

The following pages link to The dynamics of implied volatilities: a common principal components approach (Q1417894):

Displaying 12 items.

• On extracting information implied in options (Q964639) (← links)
• Common functional principal components (Q1002147) (← links)
• Smoothed L-estimation of regression function (Q1023886) (← links)
• Selecting the best forecasting-implied volatility model using genetic programming (Q1040021) (← links)
• A survey of functional principal component analysis (Q1621666) (← links)
• How should a local regime-switching model be calibrated? (Q1655569) (← links)
• Robust estimators under a functional common principal components model (Q1658178) (← links)
• It only takes a few moments to hedge options (Q1734554) (← links)
• Implied volatility and state price density estimation: arbitrage analysis (Q1789634) (← links)
• Static versus dynamic hedges: an empirical comparison for barrier options (Q2466425) (← links)
• Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines (Q2862436) (← links)
• Implied volatility smoothing at COVID-19 times (Q6134304) (← links)