Results 221 to 230 of about 15,273 (231)

Opční "volatility smile"

2022
openaire   +1 more source

THE NORMALIZING TRANSFORMATION OF THE IMPLIED VOLATILITY SMILE

Mathematical Finance, 2012
Masaaki Fukasawa
exaly  

Libor Local Volatility Model: A New Interest Rate Smile Model

Wilmott Magazine, 2016
exaly  

Chapter 11. Volatility Smiles

2018
openaire   +1 more source

A smile to implied volatility

2008
openaire   +1 more source

Smile Consistent Volatility Models

2006
openaire   +1 more source

Volatility Smile Market Instruments and Exposures

2015
exaly  

Smile Dynamics and Rough Volatility

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

Volatility as an Asset Class and the Smile

2008
openaire   +1 more source

Volatility Smile and the Greeks of Option Strategies

2013
exaly