Implied volatility and skewness surface (Q1621628): Difference between revisions

@@ Property / cites work @@
+A Theory of Volatility Spreads
@@ Property / cites work: A Theory of Volatility Spreads / rank @@
+Normal rank
@@ Property / cites work @@
+Post-'87 crash fears in the S\&P 500 futures option market
+Normal rank
@@ Property / cites work @@
+Option valuation with conditional skewness
@@ Property / cites work: Option valuation with conditional skewness / rank @@
+Normal rank
@@ Property / cites work @@
+Gram-Charlier densities.
@@ Property / cites work: Gram-Charlier densities. / rank @@
+Normal rank
@@ Property / cites work @@
+The implied volatility smirk
@@ Property / cites work: The implied volatility smirk / rank @@
+Normal rank