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1-7 of 7 results for Volatility smile

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Research article

First published 2015-4-13

Smile in motion: An intraday analysis of asymmetric implied volatility

Martin Wallmeier

Algorithmic Finance

Retricted access

Research article

First published 2005-08

Stochastic Volatility and Option Pricing in the Brazilian Stock Marke

Caio Ibsen Rodrigues de Almeida, Samy Dana

Journal of Emerging Market Finance

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Research article

First published 1999-12

The Volatility Structure Implied by Options on the SPI Futures Contract

Christine A. Brown

Australian Journal of Management

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Research article

First published 2018-9

Implied volatility parameterization based on a machine learning polynomial approach

Mostafa Pouralizadeh Jobejarkol, Abdolrahim Badamchizadeh, Manuel Morales

Intelligent Data Analysis: An International Journal

Retricted access

Research article

First published 2021-8

Bitcoin spot and derivatives markets: Searching for completeness

Helyette Geman, Henry Price

Risk and Decision Analysis

Free access

Research article

First published 2024-6

Quantum Uncertainty and the Black-Scholes Formula

Quantum Economics and Finance

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Research article

First published 2015-12

Conjoint Analysis of Option and Volatility Models

Vipul Kumar Singh

Journal of Emerging Market Finance