Stochastic volatility, smile & asymptotics
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/135048699334573
Reference46 articles.
1. Pricing and hedging derivative securities in markets with uncertain volatilities
2. Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model
3. Stochastic Volatility Option Pricing
4. Standard deviations implied in option prices as predictors of future stock price variability
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