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Some of the next articles are maybe not open access.

The Smile of Stochastic Volatility Models

2023
openaire   +1 more source

Smile Dynamics and Rough Volatility

Florian Bourgey   +2 more
openaire   +1 more source

What can explain the price, volatility and trading volume of Bitcoin?

Finance Research Letters, 2019
exaly  

Hydroclimate volatility on a warming Earth

Nature Reviews Earth & Environment
exaly  

Volatility linkages between energy and agricultural commodity prices

Energy Economics, 2016
exaly  

Decoding the Volatility Smile

2013
openaire   +1 more source

The smile of stochastic volatility models

2015
openaire   +1 more source
option pricing
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stochastic volatility
pricing of securities q-fin.pr
fos: economics and business
1. no poverty
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