On estimation of volatility surface and prediction of future spot volatility

Fima C Klebaner, Truc Thanh Ngoc Le, Robert Sh Liptser

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)
Original languageEnglish
Pages (from-to)245 - 263
Number of pages19
JournalApplied Mathematical Finance
Volume13
Issue number3
Publication statusPublished - 2006

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