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The arbitrage inconsistencies of implied volatility extraction in connection to calendar bandwidth
- 1.Vitali, S., Tichý, T., Kopa, M. The arbitrage inconsistencies of implied volatility extraction in connection to calendar bandwidth. In: Proceedings of 10th International Scientific Conference Financial management of firms and financial institutions Ostrava. Part I.. Ostrava: VŠB-Technická univerzita Ostrava, 2015, s. 1405-1409. ISBN 978-80-248-3865-6. Dostupné z: http://library.utia.cas.cz/separaty/2019/E/vitali-0507127.pdf
Počet záznamů: 1