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0429805 - ÚTIA 2015 RIV IN eng J - Journal Article
Kopa, Miloš - Tichý, T.
No-Arbitrage Condition of Option Implied Volatility and Bandwidth Selection.
The Anthropologist: international journal of contemporary and applied studies of man. Roč. 17, č. 3 (2014), s. 751-755. ISSN 0972-0073
R&D Projects: GA ČR(CZ) GA13-25911S
Institutional support: RVO:67985556
Keywords : Option Pricing * Implied Volatility * DAX Index * Local polynomial smoothing
Subject RIV: AH - Economics
Impact factor: 0.222, year: 2014
http://library.utia.cas.cz/separaty/2014/E/kopa-0429805.pdf
Permanent Link: http://hdl.handle.net/11104/0236062