Fengler, Matthias R.

Semiparametric Modeling of Implied Volatility [electronic resource] / by Matthias R. Fengler. - Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2005. - xv, 224 p. : ill., digital ; 24 cm. - Springer Finance .

9783540305910 (electronic bk.) 9783540262343 (paper)


Finance--Mathematical models.
Estimation theory.
Mathematics.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Quantitative Finance.

HG106 / .F46 2005

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