Dynamics of implied volatility surfaces
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Cites work
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- scientific article; zbMATH DE number 48302 (Why is no real title available?)
- scientific article; zbMATH DE number 1517499 (Why is no real title available?)
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- The dynamics of implied volatilities: a common principal components approach
- The dynamics of the S\&P 500 implied volatility surface
- The pricing of options and corporate liabilities
Cited in
(71)- The dynamics of implied volatilities: a common principal components approach
- Neutral and indifference pricing with stochastic correlation and volatility
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- scientific article; zbMATH DE number 5524714 (Why is no real title available?)
- The dynamics of the S\&P 500 implied volatility surface
- scientific article; zbMATH DE number 1538078 (Why is no real title available?)
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- Dynamics of implied volatility surfaces
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- Optimal investment in multidimensional Markov-modulated affine models
- Implied volatility in oil markets
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