IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS (Q5493852): Difference between revisions

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+Calibrating volatility surfaces via relative-entropy minimization
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+Empirical option pricing: A retrospection
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+The Pricing of Options and Corporate Liabilities
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+Option pricing: A simplified approach
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+Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+THE BRITTEN-JONES AND NEUBERGER SMILE-CONSISTENT WITH STOCHASTIC VOLATILITY OPTION PRICING MODEL: A FURTHER ANALYSIS
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+Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods
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+A market model for stochastic implied volatility
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+VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY
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