Results 1 to 10 of about 442 (49)
Learning Agents in Black-Scholes Financial Markets: Consensus Dynamics\n and Volatility Smiles [PDF]
, 2017 Tushar Vaidya +2 more
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Forecasting Implied Volatility Smile Surface via Deep Learning and Attention Mechanism [PDF]
, 2019 Shengli Chen, Zili Zhang
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The asymptotic smile of a multiscaling stochastic volatility model [PDF]
, 2017 Francesco Caravenna, Jacopo Corbetta
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On smile properties of volatility derivatives and exotic products:\n understanding the VIX skew [PDF]
, 2018 Elisa Alòs +2 more
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A Currency Addendum to `The Volatility Smile Quantified, and Other Stories'
, 2023 Igor Rivin
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VOLATILITY SMILE AT THE RUSSIAN OPTION MARKET
, 2006 D. Golembiovsky, I. Baryshnikov
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Estimating the COP exchange rate volatility smile and the market effect of central bank interventions: a CHARN approach [PDF]
, 2005 Juan Manuel Julio-Román +2 more
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Incorporating a Volatility Smile into the Markov-Functional Model [PDF]
, 2014 Feijia Wang
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