Semiparametric modeling of implied volatility /
| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Berlin :
Springer-Verlag,
[2005]
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| Series: | Springer finance.
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| Subjects: |
| Item Description: | "... based on the author's dissertation accepted on 28 June 2004 at the Humboldt-Universität zu Berlin." -- title page verso. |
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| Physical Description: | xv, 224 pages : illustrations ; 24 cm. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 3540262342 (pbk.) |
| ISSN: | 1616-0533 |