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A bias in the volatility smile
Chance, Don M.; Hanson, Thomas A.; Li, Weiping; … - In: Review of derivatives research 20 (2017) 1, pp. 47-90
Persistent link: https://www.econbiz.de/10011930559
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New solvable stochastic volatility models for pricing volatility derivatives
Itkin, Andrey - In: Review of derivatives research 16 (2013) 2, pp. 111-134
Persistent link: https://www.econbiz.de/10009774404
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Market making and risk management in options markets
Boyd, Naomi E. - In: Review of derivatives research 18 (2015) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10011414104
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Are put-call ratios a substitute for short sales?
Blau, Benjamin; Brough, Tyler J. - In: Review of derivatives research 18 (2015) 1, pp. 51-73
Persistent link: https://www.econbiz.de/10011414109
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Diversification with options and structured products
Yuan, Shuonan; Rieger, Marc Oliver - In: Review of derivatives research 24 (2021) 1, pp. 55-77
Persistent link: https://www.econbiz.de/10012498474
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Parametric modeling of implied smile functions : a generalized SVI model
Zhao, Bo; Hodgens, Stewart D. - In: Review of derivatives research 16 (2013) 1, pp. 53-77
Persistent link: https://www.econbiz.de/10009729922
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Implied volatility and skewness surface
Feunou, Bruno; Fontaine, Jean-Sébastien; Tédongap, Roméo - In: Review of derivatives research 20 (2017) 2, pp. 167-202
Persistent link: https://www.econbiz.de/10011935979