Pages that link to "Item:Q375316"
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The following pages link to Option bounds and the pricing of the volatility smile (Q375316):
Displaying 8 items.
- A simple efficient approximation to price basket stock options with volatility smile (Q525204) (← links)
- On the upper bound of a call option (Q812138) (← links)
- A bias in the volatility smile (Q1621642) (← links)
- Smile from the past: a general option pricing framework with multiple volatility and leverage components (Q2347728) (← links)
- On implied volatility for options -- some reasons to smile and more to correct (Q2512634) (← links)
- Determining volatility surfaces and option values from an implied volatility smile (Q2725579) (← links)
- THE BRITTEN-JONES AND NEUBERGER SMILE-CONSISTENT WITH STOCHASTIC VOLATILITY OPTION PRICING MODEL: A FURTHER ANALYSIS (Q3022030) (← links)
- No-arbitrage bounds for the forward smile given marginals (Q4555138) (← links)