Construction and Interpretation of Model-free Implied Volatility

Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed) › peer-review

Cite this

@inbook{e772d01b3a9f4681ab0dd205f18aae97,

title = "Construction and Interpretation of Model-free Implied Volatility",

author = "Andersen, {Torben G} and Oleg Bondarenko",

note = "Working Paper - file:///C:/Users/sye947/Downloads/seminarandersen041709.pdf",

year = "2007",

language = "English (US)",

isbn = "9781904339717",

pages = "141--181",

editor = "Israel Nelken",

booktitle = "Volatility As An Asset Class",

publisher = "Risk Publications",

}

TY - CHAP

T1 - Construction and Interpretation of Model-free Implied Volatility

AU - Andersen, Torben G

AU - Bondarenko, Oleg

N1 - Working Paper - file:///C:/Users/sye947/Downloads/seminarandersen041709.pdf

PY - 2007

Y1 - 2007

M3 - Chapter (peer-reviewed)

SN - 9781904339717

SP - 141

EP - 181

BT - Volatility As An Asset Class

A2 - Nelken, Israel

PB - Risk Publications

ER -