Implied volatility surfaces: a comprehensive analysis using half a billion option prices (Q6154213)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Implied volatility surfaces: a comprehensive analysis using half a billion option prices |
scientific article; zbMATH DE number 7820576
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implied volatility surfaces: a comprehensive analysis using half a billion option prices |
scientific article; zbMATH DE number 7820576 |
Statements
Implied volatility surfaces: a comprehensive analysis using half a billion option prices (English)
0 references
19 March 2024
0 references
volatility surface construction
0 references
single stock options
0 references
implied volatility estimation
0 references
prediction accuracy
0 references
kernel smoother
0 references
three-dimensional vs. one-dimensional smoothing
0 references
