Goodness-of-fit tests for kernel regression with an application to option implied volatilities (Q5959570)
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scientific article; zbMATH DE number 1719991
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| English | Goodness-of-fit tests for kernel regression with an application to option implied volatilities |
scientific article; zbMATH DE number 1719991 |
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Goodness-of-fit tests for kernel regression with an application to option implied volatilities (English)
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14 March 2002
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goodness-of-fit
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kernel regression
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specification testing
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implied volatility smile
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Black-Scholes formula
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0.7808774709701538
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0.767296314239502
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0.7639160752296448
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0.7613360285758972
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