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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
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