THE NORMALIZING TRANSFORMATION OF THE IMPLIED VOLATILITY SMILE (Q4919620): Difference between revisions

@@ Property / DOI @@
-.1111/j.1467-9965.2011.00483.x
@@ Property / DOI: 10.1111/j.1467-9965.2011.00483.x / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9965.2011.00483.x
+Normal rank
@@ Property / OpenAlex ID @@
+W1497849985
@@ Property / OpenAlex ID: W1497849985 / rank @@
+Normal rank
@@ Property / cites work @@
+THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES
+Normal rank
@@ Property / cites work @@
+Can the implied volatility surface move by parallel shifts?
+Normal rank
@@ Property / DOI @@
+.1111/J.1467-9965.2011.00483.X
@@ Property / DOI: 10.1111/J.1467-9965.2011.00483.X / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4919620