Implied volatility surfaces: a comprehensive analysis using half a billion option prices (Q6154213)
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scientific article; zbMATH DE number 7820576
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Implied volatility surfaces: a comprehensive analysis using half a billion option prices |
scientific article; zbMATH DE number 7820576 |
Statements
Implied volatility surfaces: a comprehensive analysis using half a billion option prices (English)
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19 March 2024
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volatility surface construction
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single stock options
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implied volatility estimation
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prediction accuracy
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kernel smoother
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three-dimensional vs. one-dimensional smoothing
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0.7121318578720093
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0.6658362150192261
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0.6513539552688599
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0.6508130431175232
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0.6448293924331665
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