Pages that link to "Item:Q2725579"
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The following pages link to Determining volatility surfaces and option values from an implied volatility smile (Q2725579):
Displaying 4 items.
- On inferring standard deviations from path dependent options (Q375143) (← links)
- Shape-preserving interpolation and smoothing for options market implied volatility (Q1035911) (← links)
- On martingale diffusions describing the `smile-effect' for implied volatilities (Q2756663) (← links)
- ON THE RELATIONSHIP BETWEEN THE CALL PRICE SURFACE AND THE IMPLIED VOLATILITY SURFACE CLOSE TO EXPIRY (Q5193002) (← links)