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The smile of stochastic volatility models

2015
openaire   +1 more source

Decoding the Volatility Smile

2013
openaire   +1 more source

Volatility as an Asset Class and the Smile

2008
openaire   +1 more source

Smile Consistent Volatility Models

2006
openaire   +1 more source

Smile Dynamics and Rough Volatility

Florian Bourgey   +2 more
openaire   +1 more source
implied volatility
financial economics
business
computer science
stochastic volatility
monetary economics
sabr volatility model
volatility swap
finance
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