Results 261 to 270 of about 237,321 (276)

The Smile of Stochastic Volatility Models

2023
openaire   +1 more source

Modeling volatility smile: Empirical evidence from India

Journal of Derivatives and Hedge Funds, 2013
Vipul Singh
exaly  

Stochastic volatility, smile & asymptotics

Applied Mathematical Finance, 1999
exaly  

Opční "volatility smile"

2022
openaire   +1 more source

Jump risk, stock returns, and slope of implied volatility smile

Journal of Financial Economics, 2011
exaly  

Smoothing the volatility smile using the Corrado-Su model

International Journal of Financial Markets and Derivatives, 2015
Vinicius Mothe Maia, Antonio Carlos Figueiredo Pinto, Marcelo Cabus Klotzle   +2 more
exaly  

Libor Local Volatility Model: A New Interest Rate Smile Model

Wilmott Magazine, 2016
exaly  

THE NORMALIZING TRANSFORMATION OF THE IMPLIED VOLATILITY SMILE

Mathematical Finance, 2012
exaly  

Chapter 11. Volatility Smiles

2018
openaire   +1 more source

The smile of stochastic volatility models

2015
openaire   +1 more source