Skip to main navigation Skip to search Skip to main content

W-shaped implied volatility curves and the Gaussian mixture model

  • Columbia University

Research output: Contribution to journalArticlepeer-review

9 Scopus citations

Fingerprint

Dive into the research topics of 'W-shaped implied volatility curves and the Gaussian mixture model'. Together they form a unique fingerprint.
Sort by

Mathematics

Economics, Econometrics and Finance