Pages that link to "Item:Q3523580"
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The following pages link to VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY (Q3523580):
Displaying 16 items.
- On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
- The smirk in the S\&P500 futures options prices: a linearized factor analysis (Q1039662) (← links)
- Empirical option pricing: A retrospection (Q1398987) (← links)
- The waterline tree for separable local-volatility models (Q2013448) (← links)
- A deposit insurance pricing with a multi-state regime-switching volatility (Q2114499) (← links)
- Arbitrage-free market models for option prices: the multi-strike case (Q2271718) (← links)
- Non-recombining trinomial tree pricing model and calibration for the volatility smile (Q2316688) (← links)
- Smile from the past: a general option pricing framework with multiple volatility and leverage components (Q2347728) (← links)
- Parametric modeling of implied smile functions: a generalized SVI model (Q2393161) (← links)
- On the no-arbitrage condition in option implied trees (Q2519099) (← links)
- THE BRITTEN-JONES AND NEUBERGER SMILE-CONSISTENT WITH STOCHASTIC VOLATILITY OPTION PRICING MODEL: A FURTHER ANALYSIS (Q3022030) (← links)
- Implied non-recombining trees and calibration for the volatility smile (Q5423197) (← links)
- Model-free price hedge ratios for homogeneous claims on tradable assets (Q5433092) (← links)
- PRICING AND HEDGING CONVERTIBLE BONDS: DELAYED CALLS AND UNCERTAIN VOLATILITY (Q5483447) (← links)
- IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS (Q5493852) (← links)
- Option pricing in sandwiched Volterra volatility model (Q6623043) (← links)
