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This book offers recent advances in the theory of implied volatility and refined semiparametric estimation strategies and dimension reduction methods for functional surfaces. The first part is devoted to smile-consistent pricing approaches. The second part covers estimation techniques that are natural candidates to meet the challenges in implied volatility surfaces. Empirical investigations, simulations, and pictures illustrate the concepts.
Colonization of Mucosal Surfaces Автор: James P. Nataro Год: 2005 |
Spillover And Mobility Of Species On Solid Surfaces Автор: Guerrero-Ruiz A. (ed.), Rodriguez-Ramos I. (ed.) Год: 2001 |
Physical Structure Автор: Unertl W. N. Год: 1996 |
Surface-based Synthesis of 3D Maps Автор: Narek Melkumyan Год: 2010 |
Why Does Stock Market Volatility Change Over Time? Автор: Schwert G.W. Год: 1989 |