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Volatility smile
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==External links== *[https://www.researchgate.net/profile/Emanuel-Derman/publication/239059413_Riding_on_a_Smile/links/558950e408ae6d4f27ea5ab4/Riding-on-a-Smile.pdf Emanuel Derman, ''The Volatility Smile and Its Implied Tree'' (RISK, 7-2 February 1994, pp. 139β145, pp. 32β39)] (PDF) *[https://www.jstor.org/stable/2329207 Mark Rubinstein, ''Implied Binomial Trees''] (PDF) *[http://www.damianobrigo.it/tokyo2002smile.pdf Damiano Brigo, Fabio Mercurio, Francesco Rapisarda and Giulio Sartorelli, Volatility Smile Modeling with Mixture Stochastic Differential Equations] (PDF) *[http://wildrosehedging.com/option_volatility.html Visualization of the volatility smile] *[https://ssrn.com/abstract=1965977 C. Grunspan, "Asymptotics Expansions for the Implied Lognormal Volatility : a Model Free Approach"] *[https://dx.doi.org/10.1142/S2424786317500475 Y. Li, "A mean bound financial model and options pricing"] *[https://www.commodityvol.com/landing examples of commodity volatility smiles/skews] {{Volatility}} [[Category:Mathematical finance]] [[Category:Options (finance)]]
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