Arbitrage-free modelling of implied volatility in options

Leader

Doc. RNDr. Miloš Kopa, Ph.D.

Investigator(s)

RNDr. Martin Šmíd, Ph.D.

Department

Department of Econometrics

Begin

Fri, 02/08/2013 - 12:00

End

Thu, 12/31/2015 - 12:00

Identification Code

GA13-25911S

Project Focus

teoretický

Project Type (EU)

other

Publications ÚTIA

Submitted by dostalova on Mon, 04/08/2013 - 14:02