Implied Volatility of Leveraged ETF Options (Q4682478): Difference between revisions

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+Consistent Pricing of Options on Leveraged ETFs
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+Path-Dependence of Leveraged ETF Returns
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+Pricing Options on Defaultable Stocks*
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+Computing the implied volatility in stochastic volatility models
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+Stochastic Volatility Corrections for Interest Rate Derivatives
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+Calibration of Stock Betas from Skews of Implied Volatilities
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+Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
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+Option pricing under a stressed-beta model
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+IMPLIED VOLATILITY IN THE HULL-WHITE MODEL
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+A note on constant proportion trading strategies
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+Asymptotic Pricing of Commodity Derivatives using Stochastic Volatility Spot Models
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+THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES
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+Asymptotics of Implied Volatility far from Maturity
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