Philip Stahl

University of St. Gallen

Student Master in Banking/Finance

Bodanstrasse 6

St. Gallen, 9000

Switzerland

SCHOLARLY PAPERS

1

DOWNLOADS

139

CITATIONS

0

Scholarly Papers (1)

1.

Robust Calculation of Model-Free Implied Volatility from Calibrated Surfaces

Number of pages: 20 Posted: 22 Apr 2012
Philip Stahl and Philipp B. Rindler
University of St. Gallen and EBS Universität für Wirtschaft und Recht - EBS Business School
Downloads 117 (171,841)

Abstract:

Option pricing, model-free implied volatility, characteristic functions