Results 91 to 95 of about 231 (95)

Implied non-recombining trees and calibration for the volatility smile

Quantitative Finance, 2007
Spiros Martzoukos, Chris Charalambous
exaly  

Jump risk, stock returns, and slope of implied volatility smile

Journal of Financial Economics, 2011
exaly  

Modeling volatility smile: Empirical evidence from India

Journal of Derivatives and Hedge Funds, 2013
Vipul Kumar Singh
exaly  

Implied volatility smiles, option mispricing and net buying pressure: evidence around the global financial crisis

Accounting and Finance, 2012
Ralf Zurbrugg
exaly  

Maturity and volatility effects on UK smiles

Portuguese Economic Journal, 2003
exaly