Modeling the Dynamics of Implied Volatility Surfaces

Ihsan Ullah Badshah

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

Original languageEnglish
Title of host publicationConference proceedings: European Financial Management Association (EFMA), June 25-28, Athens, Greece.
Number of pages37
Place of PublicationAhtens
Publication date2008
Publication statusPublished - 2008
MoE publication typeA4 Article in conference proceedings

Cite this

Badshah, I. U. (2008). Modeling the Dynamics of Implied Volatility Surfaces. In Conference proceedings: European Financial Management Association (EFMA), June 25-28, Athens, Greece. http://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2008-athens/2008.shtml