Improved volatility adjustment in SMART and FairPrice

Løland, Anders; Hobæk Haff, Ingrid

January 01, 2004

SAMBA

• Areas: Finance and Insurance
• Keywords: Market volatility, interval forward volatility
• Page(s): 13
• Name and number of project: 220082
• Title: Improved volatility adjustment in SMART and FairPrice
• Author(s): Løland, Anders; Hobæk Haff, Ingrid
• Report number: SAMBA/01/04
• Published date: January 01, 2004