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MODEL AVERAGING METHODS FOR ESTIMATING IMPLIED AND LOCAL VOLATILITY SURFACES
- Title
- MODEL AVERAGING METHODS FOR ESTIMATING IMPLIED AND LOCAL VOLATILITY SURFACES
- Authors
- Namhyoung Kim; Jaewook Lee; Gyu-Sik Han
- POSTECH Authors
- Jaewook Lee
- Date Issued
- 2009-06
- Publisher
- THE KOREAN INSTITUTE OF INDUSTRIAL EN
- ISSN
- 1598-7248
- Article Type
- Article
- Citation
- INDUSTRIAL ENGINEERING & MANAGEMENT SYSTEMS, vol. 8, no. 2, page. 93 - 100, 2009-06
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