Archived publication
Archived publication
Improved volatility adjustment in SMART and FairPrice
March 01, 2008
SAMBA
- Areas: Finance, insurance and commodities
- Keywords: Market volatility, interval forward volatility
- Page(s): 20
- Name and number of project: Vedlikehold Hydro 220374
- Title: Improved volatility adjustment in SMART and FairPrice
- Author(s): Løland, Anders; Hobæk Haff, Ingrid; Lindqvist, Ola
- Report number: SAMBA/14/08
- Published date: March 01, 2008