On implied volatility for options -- some reasons to smile and more to correct (Q2512634): Difference between revisions

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+Song Xi Chen
@@ Property / author: Song Xi Chen / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2013.10.007
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+W2071907379
@@ Property / OpenAlex ID: W2071907379 / rank @@
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@@ Property / cites work @@
+Nonparametric option pricing under shape restrictions
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+Post-'87 crash fears in the S\&P 500 futures option market
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+The Pricing of Options and Corporate Liabilities
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+An adaptive empirical likelihood test for parametric time series regression models
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+Option Pricing With Model-Guided Nonparametric Methods
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+Comparing nonparametric versus parametric regression fits
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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