The Realized Local Volatility Surface | Tokyo Tech Research Repository (T2R2)

Publication Information

Title

Japanese:
English:	The Realized Local Volatility Surface

Author

Japanese:	MAYUMING, 仙石愼太郎, 中田和秀.
English:	Yuming Ma, Shintaro Sengoku, Kazuhide Nakata.

Language

English

Journal/Book name

Japanese:
English:	Journal of Investment Strategies

Volume, Number, Page

Vol. 12 No. 1

Published date

July 21, 2023

Publisher

Japanese:
English:	SSRN

Conference name

Japanese:
English:

Conference site

Japanese:
English:

Official URL

https://ssrn.com/abstract=4513855

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