The dynamics of implied volatilities: a common principal components approach
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Publication:1417894
DOI10.1007/s11147-004-4810-8zbMath1059.91038WikidataQ56482428 ScholiaQ56482428MaRDI QIDQ1417894
Wolfgang Karl Härdle, Matthias R. Fengler, Christophe Villa
Publication date: 6 January 2004
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11147-004-4810-8
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