Pages that link to "Item:Q2756663"
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The following pages link to On martingale diffusions describing the `smile-effect' for implied volatilities (Q2756663):
Displaying 5 items.
- Symmetric martingales and symmetric smiles (Q734666) (← links)
- Parametric modeling of implied smile functions: a generalized SVI model (Q2393161) (← links)
- (Q4810075) (← links)
- Short Communication: Dynamics of Symmetric SSVI Smiles and Implied Volatility Bubbles (Q4988551) (← links)
- FROM SMILE ASYMPTOTICS TO MARKET RISK MEASURES (Q5247426) (← links)