Results 81 to 90 of about 231 (95)

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

Economic Modelling, 2014
Hai-Chuan Xu
exaly  

On refined volatility smile expansion in the Heston model

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

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

European Financial Management, 2016
Qian Han, Jufang Liang
exaly  

Do it with a smile: Forecasting volatility with currency options

Finance Research Letters, 2020
Lorenzo Reus, Pablo Matias Pincheira Brown   +1 more
exaly  

Investors' Heterogeneity and Implied Volatility Smiles

Management Science, 2013
Tao Li
exaly  

Implied volatility smiles in the Nikkei 225 options

Applied Financial Economics, 2013
Wenjie Ma
exaly  

Do Aussie markets smile? Implied volatility functions and determinants

Applied Economics, 2015
Michael Dempsey
exaly  

Level and slope of volatility smiles in long-run risk models

Journal of Economic Dynamics and Control, 2018
Nicole Branger
exaly  

The multivariate mixture dynamics: Consistent no-arbitrage single-asset and index volatility smiles

IISE Transactions, 2018
Damiano Brigo
exaly  

Stochastic volatility, smile & asymptotics

Applied Mathematical Finance, 1999
exaly