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0452192 - ÚTIA 2016 RIV CZ eng K - Conference Paper (Czech conference)
Tichý, T. - Kopa, Miloš - Vitali, S.
The Bandwidth Selection in Connection to Option Implied Volatility Extraction.
Proceedings of the 12th International Conference Liberec Economic Forum 2015. Liberec: Technical University of Liberec, 2015 - (Kocourek, A.), s. 201-208. ISBN 978-80-7494-225-9.
[12th International Conference Liberec Economic Forum 2015. Liberec (CZ), 16.09.2015-17.09.2015]
R&D Projects: GA ČR GA13-25911S
Institutional support: RVO:67985556
Keywords : implied volatility * state price density * arbitrage opportunity
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2015/E/kopa-0452192.pdf
Permanent Link: http://hdl.handle.net/11104/0253697