Dominik Colangelo
Ph.D. Università Della Svizzera Italiana 2009
Dissertation:
Semi-parametric Implied Volatility Surface Models and Forecasts Based on a Regression Tree-boosting Algorithm
Mathematics Subject Classification: 62—Statistics
Advisor 1: Francesco Audrino
Advisor 2: Fabio Trojani
Advisor 3: Wolfgang Karl Härdle
No students known.
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