Dataset Groups Activity Stream Repo Curves, Equity Implied Volatility Surfaces and At-the-Money Swaption Implied Volatilities Repo curves data, equity implied volatility surfaces and at-the-money swaption implied volatilities BibTex: @dataset{Marc_Chataigner_and_St´ephane_Cr´epey_and_Jiang_Pu_2024, abstract = {Repo curves data, equity implied volatility surfaces and at-the-money swaption implied volatilities}, author = {Marc Chataigner and St´ephane Cr´epey and Jiang Pu}, doi = {10.57702/myqziena}, institution = {No Organization}, keyword = {'implied volatilities', 'repo rates', 'swaption surfaces'}, month = {dec}, publisher = {TIB}, title = {Repo Curves, Equity Implied Volatility Surfaces and At-the-Money Swaption Implied Volatilities}, url = {https://service.tib.eu/ldmservice/dataset/repo-curves--equity-implied-volatility-surfaces-and-at-the-money-swaption-implied-volatilities}, year = {2024} }
