The Black–Scholes model as a determinant of the implied volatility smile: A simulation study
2009 ◽
Vol 72
(1)
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pp. 103-118
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2015 ◽
Vol 9
(1and2)
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2017 ◽
Vol 04
(04)
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pp. 1750047
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2007 ◽
Vol 10
(08)
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pp. 1323-1337
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2014 ◽
Vol 8
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pp. 658-663
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2009 ◽
Vol 17
(4)
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pp. 391-436
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2011 ◽
Vol 390
(9)
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pp. 1623-1634
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