The following pages link to The implied volatility smirk (Q3502188):
Displaying 12 items.
- Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps (Q331361) (← links)
- Volatility smile as relativistic effect (Q1620616) (← links)
- Implied volatility and skewness surface (Q1621628) (← links)
- Local volatility and the recovery rate of credit default swaps (Q1657603) (← links)
- Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators: a Gram-Charlier density approach (Q2096151) (← links)
- Dissecting skewness under affine jump-diffusions (Q2697094) (← links)
- A closed-form solution to American options under general diffusion processes (Q2869962) (← links)
- New analytical option pricing models with Weyl–Titchmarsh theory (Q2873531) (← links)
- A Standardized Normal-Laplace Mixture Distribution Fitted to Symmetric Implied Volatility Smiles (Q3178531) (← links)
- A moment-based analytic approximation of the risk-neutral density of American options (Q4585684) (← links)
- EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION (Q4906526) (← links)
- The Edgeworth and Gram-Charlier densities (Q6649934) (← links)
