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Answered
Linear Regression with two variables
I know that V_t(t+T) follows approximately a certain formula, i.e. a+b*v_t+c*v'_t. I do know the V_t(t+T) exactly, as they are d...
Linear Regression with two variables
I know that V_t(t+T) follows approximately a certain formula, i.e. a+b*v_t+c*v'_t. I do know the V_t(t+T) exactly, as they are d...
10 years ago | 0
Question
Linear Regression with two variables
I am working with a data set of Volatility Swap prices, i.e. a matrix, where the rows represent dates, the columns maturities an...
10 years ago | 2 answers | 0
