Semi-parametric forecasts of the implied volatility surface using regression trees

✍ Scribed by Francesco Audrino; Dominik Colangelo

• Book ID: 106537250
• Publisher: Springer US
• Year: 2009
• Tongue: English
• Weight: 543 KB
• Volume: 20
• Category: Article
• ISSN: 0960-3174
• DOI: 10.1007/s11222-009-9134-y