scientific article; zbMATH DE number 5524714
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Publication:3609920
zbMATH Open1174.91471MaRDI QIDQ3609920FDOQ3609920
Authors: Ailing Zhang, Chong Feng Wu 
Publication date: 6 March 2009
Title of this publication is not available (Why is that?)
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- Implied volatility and skewness surface
- A novel term-structure-based Heston model for implied volatility surface
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- Option-implied information: What's the vol surface got to do with it?
- Implied volatility forecast based on nonparametric regression model
- A new formula for computing implied volatility
- ON THE RELATIONSHIP BETWEEN THE CALL PRICE SURFACE AND THE IMPLIED VOLATILITY SURFACE CLOSE TO EXPIRY
- On implied volatility surface construction for stochastic investment models
- An inductive construction of regression models for the volatility of options trading
- Implied volatility surface estimation via quantile regularization
- An adaptive successive over-relaxation method for computing the Black–Scholes implied volatility
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