Option-implied information: What's the vol surface got to do with it? (Q2211017): Difference between revisions

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+Arbitrage-free smoothing of the implied volatility surface
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+Q4326427
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@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Q4794126
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+What is the Expected Return on the Market?*
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+A market model for stochastic implied volatility
@@ Property / cites work: A market model for stochastic implied volatility / rank @@
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+Parametric modeling of implied smile functions: a generalized SVI model
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