Title |
Potential PCA interpretation problems for volatility smile dynamics / Dimitri Reiswich ; Robert Tompkins. Frankfurt School of Finance & Management |
|---|---|
Involved |
Dimitri Reiswich (Verfasser) |
Published |
Frankfurt, M.: Frankfurt School of Finance & Management |
Extent |
34 S. : graph. Darst. |
Language |
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Country |
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Topic |
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Subject |
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Series |
Working paper series / Centre for Practical Quantitative Finance ; No. 19 |
Record ID |
995109656 |
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