TY - JOUR
AU - 
TI - Measuring Implied Volatility Surface Risk using Principal Components Analysis
JF - Measuring Risk in Complex Stochastic Systems, Lecture Notes in Statistics
DO - 10.1007/978-1-4612-1214-0_8
DA - 2000-01-01
UR - https://www.deepdyve.com/lp/crossref/measuring-implied-volatility-surface-risk-using-principal-components-6SS02sPTMN
SP - 131
EP - 148
DP - DeepDyve
ER -