To sigmoid-based functional description of the volatility smile
Andrey Itkin
openalex +2 more sources
A new predictive coding model for a more comprehensive account of delusions. [PDF]
Harding JN+5 more
europepmc +1 more source
Smile and default: the role of stochastic volatility and interest rates in counterparty credit risk [PDF]
S. Simaitis+3 more
openalex +1 more source
Effect of corneal stromal pocket irrigation in small-incision lenticule extraction. [PDF]
Wang H+6 more
europepmc +1 more source
An Active-Inference Approach to Second-Person Neuroscience. [PDF]
Lehmann K+5 more
europepmc +1 more source
On the Hull-White model with volatility smile for Valuation Adjustments [PDF]
T. van der Zwaard+2 more
openalex +1 more source
After the Smoke Clears: Wildland-Urban Interface Fires and Residues in Nearby Homes. [PDF]
Averett N.
europepmc +1 more source
Wishart Stochastic Volatility: Asymptotic Smile and Numerical Framework
Anas Benabid+2 more
openalex +1 more source
Volatility smile and stochastic arbitrage returns
Sergei Fedotov, Stephanos Panayides
openalex +2 more sources
Fast adaptation to rule switching using neuronal surprise. [PDF]
Barry MLLR, Gerstner W.
europepmc +1 more source