Results 131 to 140 of about 265 (142)

Stochastic volatility, smile & asymptotics

Applied Mathematical Finance, 1999
exaly  

The relationship between the option-implied volatility smile, stock returns and heterogeneous beliefs

International Review of Financial Analysis, 2015
exaly  

Libor Local Volatility Model: A New Interest Rate Smile Model

Wilmott Magazine, 2016
exaly  

Chapter 11. Volatility Smiles

2018
openaire   +1 more source

Smile Consistent Volatility Models

2006
openaire   +1 more source

THE NORMALIZING TRANSFORMATION OF THE IMPLIED VOLATILITY SMILE

Mathematical Finance, 2012
exaly  

Smile Dynamics and Rough Volatility

Florian Bourgey, Stefano De Marco, Jules Delemotte   +2 more
openaire   +1 more source

The smile of stochastic volatility models

2015
openaire   +1 more source

A smile to implied volatility

2008
openaire   +1 more source

Volatility Smile Market Instruments and Exposures

2015
exaly