Q2760388 (Q2760388): Difference between revisions

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@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / Recommended article @@
+TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS
+Normal rank
+Similarity Score: 0.9277802Amount 0.9277802
Unit 1
-Amount
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+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+On asymptotically arbitrage-free approximations of the implied volatility
+Normal rank
+Similarity Score: 0.91833615Amount 0.91833615
Unit 1
-Amount
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 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+Implied volatility from the term structure: a simple analytical approximation
+Normal rank
+Similarity Score: 0.8937077Amount 0.8937077
Unit 1
-Amount
+.8937077
 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+Model-free stochastic collocation for an arbitrage-free implied volatility. I.
+Normal rank
+Similarity Score: 0.88786924Amount 0.88786924
Unit 1
-Amount
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 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+THE TERM STRUCTURE OF IMPLIED VOLATILITY IN SYMMETRIC MODELS WITH APPLICATIONS TO HESTON
+Normal rank
+Similarity Score: 0.88646704Amount 0.88646704
Unit 1
-Amount
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 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+VOLATILITY DERIVATIVES AND MODEL-FREE IMPLIED LEVERAGE
+Normal rank
+Similarity Score: 0.88607293Amount 0.88607293
Unit 1
-Amount
+.88607293
 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+Deterministic implied volatility models
@@ Property / Recommended article: Deterministic implied volatility models / rank @@
+Normal rank
+Similarity Score: 0.88280416Amount 0.88280416
Unit 1
-Amount
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 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+Arbitrage-free smoothing of the implied volatility surface
+Normal rank
+Similarity Score: 0.8821786Amount 0.8821786
Unit 1
-Amount
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 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+Semiparametric modeling of implied volatility.
+Normal rank
+Similarity Score: 0.8816593Amount 0.8816593
Unit 1
-Amount
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 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+Q4672379
@@ Property / Recommended article: Q4672379 / rank @@
+Normal rank
@@ Property / Recommended article: Q4672379 / qualifier @@
+Similarity Score: 0.88054395Amount 0.88054395
Unit 1
-Amount
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 Unit
@@ Property / Recommended article: Q4672379 / qualifier @@
+Recommender Run: Recommender Run 2