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Stochastic Implied Volatility · Study

BookStochastic Implied Volatility

Reinhold Hafner2004

Book2004

Stochastic Implied Volatility

Reinhold Hafner

41 citations·0/0 files stored·Lecture notes in economics and mathematical systems

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Stochastic processes and financial applications Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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2008Optimal Investments in Volatility 2006Volatility Markets: Consistent Modeling, Hedging and Practical Implementation 2007Volatility as an Asset Class: European Evidence 2009Model risk adjusted hedge ratios

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Year2004

Typebook

Published2004-01-01

VenueLecture notes in economics and mathematical systems

ISSN-L0075-8442

Languageen

Citations41

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/978-3-642-17117-8

openalex_workW2476843405

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