The Volatility Smile
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Published By John Wiley & Sons, Inc.

9781119289258, 9781118959169

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Backward Itô Integrals

The Volatility Smile ◽

10.1002/9781119289258.app2 ◽

2016 ◽

pp. 421-428

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Local Volatility Models

The Volatility Smile ◽

10.1002/9781119289258.ch16 ◽

2016 ◽

pp. 289-301

Keyword(s):

Local Volatility ◽

Volatility Models

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A Survey of Smile Models

The Volatility Smile ◽

10.1002/9781119289258.ch10 ◽

2016 ◽

pp. 163-173

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The P&L of Hedged Option Strategies in a Black-Scholes-Merton World

The Volatility Smile ◽

10.1002/9781119289258.ch5 ◽

2016 ◽

pp. 85-103

Keyword(s):

Black Scholes ◽

Option Strategies

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Some Final Remarks on Local Volatility Models

The Volatility Smile ◽

10.1002/9781119289258.ch17 ◽

2016 ◽

pp. 303-308

Keyword(s):

Local Volatility ◽

Volatility Models

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Implied Distributions and Static Replication

The Volatility Smile ◽

10.1002/9781119289258.ch11 ◽

2016 ◽

pp. 175-201

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Patterns of Volatility Change

The Volatility Smile ◽

10.1002/9781119289258.ch18 ◽

2016 ◽

pp. 309-317

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References

The Volatility Smile ◽

10.1002/9781119289258.refs ◽

2016 ◽

pp. 497-499

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Variance Swaps

The Volatility Smile ◽

10.1002/9781119289258.ch4 ◽

2016 ◽

pp. 57-84

Keyword(s):

Variance Swaps

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Some Useful Derivatives of the Black-Scholes-Merton Model

The Volatility Smile ◽

10.1002/9781119289258.app1 ◽

2016 ◽

pp. 419-420

Keyword(s):

Merton Model ◽

Black Scholes ◽

Derivatives Of

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