Browsing All of EconStor by Author Reiswich, Dimitri
Showing results 1 to 2 of 2
Year of Publication | Title | Author(s) |
---|---|---|
2009 | FX volatility smile construction | Reiswich, Dimitri; Wystup, Uwe |
2009 | Potential PCA interpretation problems for volatility smile dynamics | Reiswich, Dimitri; Tompkins, Robert |