Pages that link to "Item:Q2430258"

The following pages link to Can the implied volatility surface move by parallel shifts? (Q2430258):

Displaying 22 items.

• Black-Scholes in a CEV random environment (Q1648901) (← links)
• Parametric modeling of implied smile functions: a generalized SVI model (Q2393161) (← links)
• The large-maturity smile for the Stein-Stein model (Q2454008) (← links)
• Generalized Arbitrage-Free SVI Volatility Surfaces (Q2819096) (← links)
• Arbitrage-free SVI volatility surfaces (Q2879012) (← links)
• Asymptotic formulae for implied volatility in the Heston model (Q2997309) (← links)
• Moment generating functions and normalized implied volatilities: unification and extension via Fukasawa’s pricing formula (Q4554443) (← links)
• Shapes of Implied Volatility with Positive Mass at Zero (Q4607048) (← links)
• The survival probability of the SABR model: asymptotics and application (Q4619520) (← links)
• SOCIAL DISCOUNTING AND THE LONG RATE OF INTEREST (Q4635043) (← links)
• Implied Volatility in Strict Local Martingale Models (Q4635246) (← links)
• GENERALIZATION OF THE DYBVIG–INGERSOLL–ROSS THEOREM AND ASYMPTOTIC MINIMALITY (Q4906545) (← links)
• THE SMALL AND LARGE TIME IMPLIED VOLATILITIES IN THE MINIMAL MARKET MODEL (Q4909142) (← links)
• ASYMPTOTICS FOR EXPONENTIAL LÉVY PROCESSES AND THEIR VOLATILITY SMILE: SURVEY AND NEW RESULTS (Q4916238) (← links)
• THE NORMALIZING TRANSFORMATION OF THE IMPLIED VOLATILITY SMILE (Q4919620) (← links)
• On the Harmonic Mean Representation of the Implied Volatility (Q4988554) (← links)
• Scenario analysis for derivative portfolios via dynamic factor models (Q4991043) (← links)
• ASYMPTOTICS OF THE TIME-DISCRETIZED LOG-NORMAL SABR MODEL: THE IMPLIED VOLATILITY SURFACE (Q5051949) (← links)
• Anomalous Diffusions in Option Prices: Connecting Trade Duration and the Volatility Term Structure (Q5144187) (← links)
• MODEL-FREE IMPLIED VOLATILITY: FROM SURFACE TO INDEX (Q5198953) (← links)
• Short Maturity Forward Start Asian Options in Local Volatility Models (Q5241901) (← links)
• Simulation of Arbitrage-Free Implied Volatility Surfaces (Q6148557) (← links)