Results 201 to 210 of about 15,273 (231)

Volatility Smile Trading

2023
openaire   +1 more source

What determines volatility smile in China?

Economic Modelling, 2021
exaly  

Stochastic volatility, smile & asymptotics

Applied Mathematical Finance, 1999
K Ronnie Sircar
exaly  

Volatility Smile

2011
openaire   +1 more source

Smile or Smirk? The Liquidity and Volatility

SSRN Electronic Journal, 2022
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
Peter K Friz, Stefan Gerhold, Archil Gulisashvili   +2 more
exaly  

Volatility smile

2015
openaire   +1 more source

Fixed Volatility Smiles

SSRN Electronic Journal, 2011
openaire   +1 more source

Do it with a smile: Forecasting volatility with currency options

Finance Research Letters, 2020
Lorenzo Reuß, Pablo Pincheira
exaly