Pages that link to "Item:Q2512634"
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The following pages link to On implied volatility for options -- some reasons to smile and more to correct (Q2512634):
Displaying 15 items.
- On inferring standard deviations from path dependent options (Q375143) (← links)
- Option bounds and the pricing of the volatility smile (Q375316) (← links)
- Inference for volatility-type objects and implications for hedging (Q660057) (← links)
- The bias in Black-Scholes/Black implied volatility: an analysis of equity and energy markets (Q867122) (← links)
- On extracting information implied in options (Q964639) (← links)
- A bias in the volatility smile (Q1621642) (← links)
- On the systematic and idiosyncratic volatility with large panel high-frequency data (Q1650070) (← links)
- Implied volatility and state price density estimation: arbitrage analysis (Q1789634) (← links)
- Asymptotic extrapolation of model-free implied variance: exploring structural underestimation in the VIX index (Q2096157) (← links)
- Option-implied information: What's the vol surface got to do with it? (Q2211017) (← links)
- Nonparametric filtering of conditional state-price densities (Q2294444) (← links)
- Valuation of an option using non-parametric methods (Q2328782) (← links)
- Alternative results for option pricing and implied volatility in jump-diffusion models using Mellin transforms (Q4600764) (← links)
- An alternative circular smoothing method to nonparametric estimation of periodic functions (Q5138114) (← links)
- NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY (Q5221310) (← links)
