Pages that link to "Item:Q1621628"
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The following pages link to Implied volatility and skewness surface (Q1621628):
Displaying 9 items.
- Tail behavior and dependence structure in the APARCH model (Q1695685) (← links)
- The stock implied volatility and the implied dividend volatility (Q2115942) (← links)
- Option-implied skewness: insights from ITM-options (Q2246790) (← links)
- ROBUST TRADING OF IMPLIED SKEW (Q2976126) (← links)
- Calibration of Stock Betas from Skews of Implied Volatilities (Q3004479) (← links)
- SKEWED LÉVY MODELS AND IMPLIED VOLATILITY SKEW (Q4634637) (← links)
- The implied volatility of Forward-Start options: ATM short-time level, skew and curvature (Q5086415) (← links)
- ON THE RELATIONSHIP BETWEEN THE CALL PRICE SURFACE AND THE IMPLIED VOLATILITY SURFACE CLOSE TO EXPIRY (Q5193002) (← links)
- On the Skew and Curvature of the Implied and Local Volatilities (Q6092915) (← links)