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Volatility Smiles

2015
Carl Chiarella   +2 more
openaire   +1 more source

Implied Volatility and Smile

2008
In this work author speaks a little in generic about financial derivatives. Then he derives the famous Black-Scholes formula using less precise mathematical apparatus. Afterwards, he will analyze a few volatility models and their applications for creating volatility surface, which is the main goal of both theoreticians and practitioners. As we will see,
openaire   +1 more source

The Volatility Smile

2016
Emanuel Derman, Michael B. Miller
openaire   +1 more source

Fixed Volatility Smiles

SSRN Electronic Journal, 2011
openaire   +1 more source

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