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Common functional implied volatility analysis

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  • Detlefsen, Kai
  • Härdle, Wolfgang Karl

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  • Detlefsen, Kai & Härdle, Wolfgang Karl, 2005. "Common functional implied volatility analysis," SFB 649 Discussion Papers 2005-012, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    • Handle: RePEc:zbw:sfb649:sfb649dp2005-012
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    References listed on IDEAS

    as
    1. Kneip A. & Utikal K. J, 2001. "Inference for Density Families Using Functional Principal Component Analysis," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 519-542, June.
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