Results 251 to 260 of about 237,321 (276)

Smile or Smirk? The Liquidity and Volatility

SSRN Electronic Journal, 2022
openaire   +1 more source

Volatility Smile

2011
openaire   +1 more source

Implied volatility and volatility smiles

2018
openaire   +1 more source

On refined volatility smile expansion in the Heston model

Quantitative Finance, 2011
Stefan Gerhold, Stephan Sturm, Peter Friz   +2 more
exaly  

Volatility smile

2015
openaire   +1 more source

Collective behavior and options volatility smile: An agent-based explanation

Economic Modelling, 2014
Hai-Chuan Xu
exaly  

Fixed Volatility Smiles

SSRN Electronic Journal, 2011
openaire   +1 more source

Implied non-recombining trees and calibration for the volatility smile

Quantitative Finance, 2007
Spiros Martzoukos, Chris Charalambous
exaly  

Do Aussie markets smile? Implied volatility functions and determinants

Applied Economics, 2015
Michael Joseph Dempsey
exaly  

Cross Economic Determinants of Implied Volatility Smile Dynamics: Three Major European Currency Options

European Financial Management, 2016
Qian Han, Jufang Liang
exaly