Estimation of Smooth Volatility Functions in Option Pricing Models

Estimation of Smooth Volatility Functions in Option Pricing Models
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Publisher :
Total Pages : 314
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ISBN-10 : CORNELL:31924091034599
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Rating : 4/5 ( Downloads)

Book Synopsis Estimation of Smooth Volatility Functions in Option Pricing Models by : Yohan Kim

Download or read book Estimation of Smooth Volatility Functions in Option Pricing Models written by Yohan Kim and published by . This book was released on 2001 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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