The following pages link to A bias in the volatility smile (Q1621642):
Displaying 8 items.
- On volatility smile and an investment strategy with out-of-the-money calls (Q253093) (← links)
- The smirk in the S\&P500 futures options prices: a linearized factor analysis (Q1039662) (← links)
- Volatility smile as relativistic effect (Q1620616) (← links)
- A volatility smile-based uncertainty index (Q2045101) (← links)
- Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities (Q2096155) (← links)
- Oil futures volatility smiles in 2020: why the Bachelier smile is flatter (Q2165396) (← links)
- On implied volatility for options -- some reasons to smile and more to correct (Q2512634) (← links)
- A PDE method for estimation of implied volatility (Q4991029) (← links)