A semiparametric factor model for implied volatility surface dynamics
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| Main Authors: | , , |
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| Format: | Article (Journal) |
| Language: | English |
| Published: |
2007
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| In: |
Journal of financial econometrics
Year: 2007, Volume: 5, Issue: 2, Pages: 189-218 |
| ISSN: | 1479-8409 |
| Subjects: | |
| Online Access: |
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| Author Notes: | Matthias R. Fengler; Wolfgang K. Härdle; Enno Mammen |
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