Semiparametric Modeling of Implied Volatility

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Cover of 'Semiparametric Modeling of Implied Volatility'

Table of Contents

Attention for Chapter 2: The Implied Volatility Surface

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dimensions_citation: 34 Dimensions

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So far, Dimensions has found 34 publications that cite this research output.

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Simulation Modeling of Multidimensional Mass Flotation Separatory Processes Consideringthe Distribution of Parameters

Book chapter (May 2023)

Quantile LASSO with changepoints in panel data models applied to option pricing

Article in Econometrics and Statistics (October 2021)

Quantile LASSO in arbitrage-free option markets

Article in Econometrics and Statistics (April 2021)

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