Results 111 to 120 of about 265 (142)

Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach

Journal of Futures Markets, 2023
Sobhesh Agarwalla, Sudarshan Kumar
exaly  

Volatility Smile Trading

2023
openaire   +1 more source

Smile or Smirk? The Liquidity and Volatility

SSRN Electronic Journal, 2022
openaire   +1 more source

What determines volatility smile in China?

Economic Modelling, 2021
exaly  

Volatility Smile

2011
openaire   +1 more source

Implied volatility and volatility smiles

2018
openaire   +1 more source

Collective behavior and options volatility smile: An agent-based explanation

Economic Modelling, 2014
Hai-Chuan Xu
exaly  

On refined volatility smile expansion in the Heston model

Quantitative Finance, 2011
Stefan Gerhold, Stephan Sturm, Peter Friz   +2 more
exaly  

Volatility smile

2015
openaire   +1 more source

Fixed Volatility Smiles

SSRN Electronic Journal, 2011
openaire   +1 more source