Work

No-Arbitrage Condition of Option Implied Volatility and Bandwidth Selection

Year: 2014

Type: article

Source: The Anthropologist

DOI: 10.1080/09720073.2014.11891489

Authors: Milos Kopa, Tomas Tichy

Institutions: Czech Academy of Sciences, Institute of Information Theory and Automation, VSB - Technical University of Ostrava

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Grantová Agentura České Republiky

OpenAlex ID: W2152302557

FWCI: 0.587

Cites: 8

Cited by: 2

Related to: 10