Pages that link to "Item:Q1417894"
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The following pages link to The dynamics of implied volatilities: a common principal components approach (Q1417894):
Displayed 5 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)
- Static versus dynamic hedges: an empirical comparison for barrier options (Q2466425) (← links)