Pages that link to "Item:Q2512634"
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The following pages link to On implied volatility for options -- some reasons to smile and more to correct (Q2512634):
Displayed 6 items.
- On the systematic and idiosyncratic volatility with large panel high-frequency data (Q1650070) (← links)
- Nonparametric filtering of conditional state-price densities (Q2294444) (← links)
- Valuation of an option using non-parametric methods (Q2328782) (← links)
- Alternative results for option pricing and implied volatility in jump-diffusion models using Mellin transforms (Q4600764) (← links)
- An alternative circular smoothing method to nonparametric estimation of periodic functions (Q5138114) (← links)
- NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY (Q5221310) (← links)