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Semiparametric Modeling of Implied Volatility

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Cover of 'Semiparametric Modeling of Implied Volatility'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 The Implied Volatility Surface
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    Chapter 3 Smile Consistent Volatility Models
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    Chapter 4 Smoothing Techniques
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    Chapter 5 Dimension-Reduced Modeling
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    Chapter 6 Conclusion and Outlook
Attention for Chapter 3: Smile Consistent Volatility Models
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Citations

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Chapter title
Smile Consistent Volatility Models
Chapter number 3
Book title
Semiparametric Modeling of Implied Volatility
Published by
Springer, Berlin, Heidelberg, January 2005
DOI 10.1007/3-540-30591-2_3
Book ISBNs
978-3-54-026234-3, 978-3-54-030591-0
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