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  1. Semiparametric Modeling of Implied Volatility (Häftad)

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    Matthias Fengler

    ISBN: 9783540262343 - UTGIVEN: 2005-10

    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 natur[...]

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    från 611.00 kr