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Volatility smile
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21	Microsoft Word - draft of NOV18docx.docx Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-03-25 20:51:52 Mathematical finance Options Applied mathematics Finance Money Volatility smile VIX Implied volatility Volatility BlackScholes model Stochastic volatility Moneyness
22	C:rsceDataalpc4d27c6_5475_4d0d_a564_73a307c1e316.ps Add to Reading List Source URL: my.unil.ch Language: English Mathematical finance Economy Business Options Applied mathematics Technical analysis Volatility Stochastic volatility Heston model Newsvendor model Volatility smile Implied volatility
23	DELFT UNIVERSITY OF TECHNOLOGY REPORTAn Equity-Interest Rate Hybrid Model With Stochastic Volatility And The Interest Rate Smile Lech A. Grzelak, Cornelis W. Oosterlee Add to Reading List Source URL: www.ewi.tudelft.nl Language: English - Date: 2011-05-11 08:16:58 Finance Hull–White model LIBOR market model Heston model Stochastic volatility Local volatility Short-rate model Forward measure Cox–Ingersoll–Ross model Mathematical finance Financial economics Statistics
24	DELFT UNIVERSITY OF TECHNOLOGY REPORTIncorporating an Interest Rate Smile in an Equity Local Volatility Model L.A. Grzelak & N. Borovykh & S. van Weeren & C.W. Oosterlee Add to Reading List Source URL: www.ewi.tudelft.nl Language: English - Date: 2011-05-11 08:17:02
25	Rough Volatility Jim Gatheral Baruch College (Dated: February 19, 2015) Starting from the observation that increments of the log-realized-volatility possess a remarkably simple scaling property, we show that log-volatili Add to Reading List Source URL: www.columbia.edu Language: English - Date: 2015-02-09 00:05:09 Statistics Volatility Stochastic volatility Hurst exponent Variance swap Volatility smile Implied volatility Mathematical finance Finance Financial economics
26	/tmp/tp301cea39_ac56_4747_9eec_5d764f18567c.ps Add to Reading List Source URL: www.alphasimplex.com Language: English - Date: 2015-05-29 10:44:31 Investment VIX Implied volatility Volatility Volatility smile Financial risk IVX Mathematical finance Financial economics Finance
27	Microsoft Word - VolSmiles_WP.docx Add to Reading List Source URL: dairymarkets.org Language: English - Date: 2012-10-02 15:12:42 Options Statistics Volatility smile Implied volatility Volatility Futures contract Log-normal distribution Black–Scholes Kurtosis Mathematical finance Financial economics Finance
28	Microsoft WordOct 29--NCIS comments on Sumaria Volatility Review--Final Add to Reading List Source URL: www.rma.usda.gov Language: English - Date: 2015-02-27 10:52:50 Options Investment Implied volatility Volatility Financial risk Black–Scholes Futures contract Volatility smile Volatility risk Financial economics Mathematical finance Finance
29	Semiparametric Regression Analysis of Longitudinal Data Add to Reading List Source URL: www.bm.ust.hk Language: English - Date: 2006-05-18 21:59:07 Statistics Stochastic volatility Volatility Autoregressive conditional heteroskedasticity Local volatility Volatility smile Mathematical finance Financial economics Finance
30	th (As of May 20 , 2014) Options Transactions Detailed Rules Add to Reading List Source URL: www.tocom.or.jp Language: English - Date: 2014-05-26 22:57:24 Investment Implied volatility Futures contract Put option Exercise Strike price Volatility Call option Volatility smile Financial economics Options Finance