Results 1 to 10 of about 468 (44)
Saddle-Point Approach to Large-Time Volatility Smile [PDF]
, 2022 Chun Yat Yeung, Ali Hirsa
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Interpreting the Volatility Smile: An Examination of the Information Content of Option Prices [PDF]
, 2001 Steven Aric Weinberg
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Pricing rule based on non-arbitrage arguments for random volatility and volatility smile [PDF]
, 2002 Nikolai Dokuchaev
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Arbitrage-Free Prediction of the Implied Volatility Smile [PDF]
, 2014 Πέτρος Δελλαπόρτας +1 more
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Implied Distribution as a Function of the Volatility Smile [PDF]
, 2011 Bertrand Tavin
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An Equity-Interest Rate Hybrid Model with Stochastic Volatility and the Interest Rate Smile
, 2010 Lech A. Grzelak, Cornelis W. Oosterlee
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On the Curvature of the Smile in Stochastic Volatility Models [PDF]
, 2017 Elisa Alòs, Jorge A. León
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The effect of divergence of investor beliefs on implied volatility smile
, 2012 Wesr Mala
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Simulation of Stochastic Volatility using Path Integration: Smiles and Frowns
, 2000 Belal E. Baaquie, L. C. Kwek, M. Srikant
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