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Volatility smile
MERTON JUMP-DIFFUSION MODEL VERSUS the BLACK and SCHOLES APPROACH for the LOG-RETURNS and VOLATILITY SMILE FITTING Nicola Gugole
The Equity Option Volatility Smile: an Implicit Finite-Difference Approach 5
Approximation and Calibration of Short-Term
Option Implied Volatility Surface
PAK Condensed Summary Quantitative Finance and Investment Advanced (QFIA) Exam Fall 2015 Edition
The Empirical Robustness of FX Smile Construction Procedures
Jump-Diffusion Models and Implied Volatility
The Black-Scholes Formula and Volatility Smile
Foreign Exchange Implied Volatility Surface Copyright © Changwei
Implied Trinomial Trees of the Volatility Smile
To Sigmoid-Based Functional Description of the Volatility Smile. Arxiv:1407.0256V3 [Q-Fin.MF] 8 Dec 2014
MANAGING SMILE RISK 1. Introduction. European Options Are
Implied Volatility Surface
The Slope of the Smile, and the Comovement Of
The Volatility Surface: Statics and Dynamics
Implied Volatility Skews and Stock Index
The Volatility Smile (Wiley Finance) Emanuel Derman
IEOR E4718 Topics in Derivatives Pricing: an Introduction to the Volatility Smile
Top View
Implied Volatility Smile Dynamics in the Presence of Jumps
Volatility Smiles and Yield Frowns
Predictive Power of the Volatility Smile
On the Determinants of the Implied Volatility Function
Volatility Smiles and Yield Frowns
Ch 6. Option Pricing When Volatility Is Non-Constant
A Jump-Diffusion Model for Option Pricing
Construction of the Implied Volatility Smile
Cap Volatility Surface Build Tutorial
Managing Volatility Risk: an Application of Karhunen-Loève Decomposition and Filtered Historical Simulation
Foreign Exchange Options and the Volatility Smile1
Properties of the SABR Model
Skewness and Kurtosis Trades
Modelling FX Smile Prom Stochastic Volatility to Skewness
A Bias in the Volatility Smile
The SABR Model Calibrated for Swaption’S Volatility Smile
On the Calibration of the SABR Model and Its Extensions
Smile Dynamics
Forecasting Implied Volatility Smile Surface Via Deep Learning and Attention Mechanism①
IEOR E4718 Topics in Derivatives Pricing: an Introduction to the Volatility Smile
Stochastic Volatility, Smile & Asymptotics
Ritchken & Trevor Lattice
The Black-Scholes Model As a Determinant of the Implied Volatility Smile: a Simulation Study Gianluca Vagnani
The Volatility Smile Dynamics Implied by Smile-Consistent Option Pricing Models and Empirical Data
Implied Volatility, Volatility Smile/Skew/Smirk, and Risk- Neutral Density (RND)
The Interest Volatility Surface
Managing Smile Risk Patrick S
“Capturing the Volatility Smile: Parametric Volatility Models Versus Stochastic Volatility Models”
The Equivalent CEV Volatility of the SABR Model up to O(T ) Is Given By
Equity Volatility Smile and Skew Under a CEV-Based Structural Leverage Model
The Dynamic of the Volatility Skew: a Kalman Filter Approach
Chapter 18 Volatility Smiles
Accounting for Biases in Black-Scholes
Approximating the Implied Volatility of SPX-Options with the VIX. Abstract
View Or Download the Report Risk Management Under the SABR Model
Jump Diffusion & Stochastic Volatility Models for Option Pricing
A Volatility Smile-Based Uncertainty Index
The Predictive Power of the Implied Volatility Skew for Realized Volatility
Black-Scholes Versus Heston Option Pricing Models
Vega Risk and the Smile
A Simple and Reliable Way to Compute Option-Based Risk-Neutral Distributions
Determinants of Implied Volatility Slope of S&P 500
Financial Option Pricing & Skewed Volatility
FX Volatility Surface Data
Jump-Diffusion Models
APM Online Seminar
Using the SABR Model
The Perfect Smile Filling the Gaps in the Swaption Volatility Cube the Perfect Smile How to Deal with Missing Swaption Volatility Quotes
FX Volatility Smile Construction
Swaption Volatility Surface Construction Tutorial
Study of the Joint S&P 500/VIX Smile Calibration Problem Within Rough
Applications of Recombining Stochastic Volatility Trees
The Economic Determinants of Interest Rate Option Smiles*
Laughter in the Dark - the Problem of the Volatility Smile