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| Chapter title |
Measuring Implied Volatility Surface Risk using Principal Components Analysis
|
|---|---|
| Chapter number | 8 |
| Book title |
Measuring Risk in Complex Stochastic Systems
|
| Published by |
Springer, New York, NY, January 2000
|
| DOI | 10.1007/978-1-4612-1214-0_8 |
| Book ISBNs |
978-0-387-98996-9, 978-1-4612-1214-0
|
| Authors |
Alpha Sylla, Christophe Villa, Sylla, Alpha, Villa, Christophe |