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Least Squares Kernel Smoothing of the Implied Volatility Smile - MaRDI portal

Least Squares Kernel Smoothing of the Implied Volatility Smile (Q3542256)

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English
Least Squares Kernel Smoothing of the Implied Volatility Smile
scientific article

    Statements

    title
    Least Squares Kernel Smoothing of the Implied Volatility Smile (English)
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    author
    Qi Hua Wang
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    Matthias R. Fengler
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    publication date
    1 December 2008
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    Identifiers

    zbMATH DE Number
    5375145
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    OpenAlex ID
    W120063839
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