Construction and Interpretation of Model-free Implied Volatility

Torben G Andersen, Oleg Bondarenko

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

Original languageEnglish (US)
Title of host publicationVolatility As An Asset Class
EditorsIsrael Nelken
PublisherRisk Publications
Pages141-181
Number of pages41
ISBN (Print)9781904339717
StatePublished - 2007

Cite this

Andersen, T. G., & Bondarenko, O. (2007). Construction and Interpretation of Model-free Implied Volatility. In I. Nelken (Ed.), Volatility As An Asset Class (pp. 141-181). Risk Publications.
Andersen, Torben G ; Bondarenko, Oleg. / Construction and Interpretation of Model-free Implied Volatility. Volatility As An Asset Class. editor / Israel Nelken. Risk Publications, 2007. pp. 141-181
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author = "Andersen, {Torben G} and Oleg Bondarenko",
year = "2007",
language = "English (US)",
isbn = "9781904339717",
pages = "141--181",
editor = "Israel Nelken",
booktitle = "Volatility As An Asset Class",
publisher = "Risk Publications",

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Andersen, TG & Bondarenko, O 2007, Construction and Interpretation of Model-free Implied Volatility. in I Nelken (ed.), Volatility As An Asset Class. Risk Publications, pp. 141-181.

Construction and Interpretation of Model-free Implied Volatility. / Andersen, Torben G; Bondarenko, Oleg.

Volatility As An Asset Class. ed. / Israel Nelken. Risk Publications, 2007. p. 141-181.

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

TY - CHAP

T1 - Construction and Interpretation of Model-free Implied Volatility

AU - Andersen, Torben G

AU - Bondarenko, Oleg

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 -

Andersen TG, Bondarenko O. Construction and Interpretation of Model-free Implied Volatility. In Nelken I, editor, Volatility As An Asset Class. Risk Publications. 2007. p. 141-181