Archived publication

Archived publication

Improved volatility adjustment in SMART and FairPrice

Løland, Anders; Hobæk Haff, Ingrid; Lindqvist, Ola

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