Volatility Smile - Articles - Scientific Research Publishing

Black-Scholes Option Pricing Model Modified to Admit a Miniscule Drift Can Reproduce the Volatility Smile (Articles)

Matthew C. Modisett, James A. Powell

Applied Mathematics Vol.3 No.6, June 26, 2012

DOI: 10.4236/am.2012.36093 7,627 Downloads 12,336 Views Citations
Empirical Analysis of Potential Put-Call Parity Arbitrage Opportunities with Particular Focus on the Shanghai Stock Exchange 50 Index (Articles)

Elmar Steurer, Ernst J. Fahling, Jiali Du

Journal of Financial Risk Management Vol.11 No.1, January 29, 2022

DOI: 10.4236/jfrm.2022.111003 577 Downloads 3,474 Views Citations
When the Silence Speaks: The Smile (Articles)

Maria do Rosário Dias, Letícia Garcia Naben, Ana Lúcia Monteiro, Ana Ferreira, Valter Pedroso Alves, Ana Delgado

Journal of Biosciences and Medicines Vol.6 No.11, November 16, 2018

DOI: 10.4236/jbm.2018.611002 1,058 Downloads 2,352 Views Citations
Satisfaction of Adult Patients about Their Smile Aesthetics Compared to Dental Professionals Observation (Articles)

Basil Yousef Alamassi, Mohammad Saleh Al Onazi, Ahmad Abdullah Al Zoman

Open Journal of Stomatology Vol.6 No.11, November 24, 2016

DOI: 10.4236/ojst.2016.611029 2,053 Downloads 4,246 Views Citations
Influence of teeth on the smile and physical attractiveness. A new internet based assessing method (Articles)

Yoann Lopez, Jérémie Le Rouzic, Valérie Bertaud, Matthieu Pérard, Justine Le Clerc, Jean-Marie Vulcain

Open Journal of Stomatology Vol.3 No.1, March 21, 2013

DOI: 10.4236/ojst.2013.31010 5,976 Downloads 10,775 Views Citations
Evaluation of the Golden Proportion in Patients Visiting the Oral Health Directorate of the Komfo Anokye Teaching Hospital, Kumasi (Articles)

Ama Agyeibea Amuasi, Alexander Oti Acheampong, Shadrack Owusu, Robert Larmie, Daniel K. Sabbah, Angela-Ruth Buabeng, David Edem Dompey

Journal of Biosciences and Medicines Vol.8 No.8, August 19, 2020

DOI: 10.4236/jbm.2020.88011 893 Downloads 2,321 Views Citations
Progression of Corneal Astigmatism after Phaco-Alternative at the University Hospital Center of the Oueme-Plateau Department in Porto-Novo (Articles)

Chakiratou Olaïdé Adoukê Abouki, Edjrokinto Ahomadegbe Djrodéhou Espérancia Neuilly, Issifou Amadou Alfa Bio, Nestor Aïgbè, Soulé Alamou, Lisette Odoulami, Ignace Sounouvou

Open Journal of Ophthalmology Vol.14 No.3, August 16, 2024

DOI: 10.4236/ojoph.2024.143029 147 Downloads 738 Views Citations
Ultrastructural and Immunohistochemical Characteristics of Corneal Lenticule Extracted during Correction of Residual Myopia in the Long-Term Period after SMILE (Articles)

Olesya Pisarevskaya, Boris Malyugin, Andrey Shchuko, Tatiana Iureva, Lyudmila Vasilieva, Nikolay Sudakov, Igor Klimenkov, Elena Likhoshvay

Open Journal of Ophthalmology Vol.13 No.1, February 23, 2023

DOI: 10.4236/ojoph.2023.131012 733 Downloads 1,645 Views Citations
Factors Affecting Long Term Outcome of Rigid Intramedullary Nailing of Lower Limb Diaphyseal Fractures in Older Children (Articles)

Ndubuisi Ebere Duru, Uto Essien Adetula, Osita Ede, Blasius Okwara, Ndidi Duru, Bawo Okonedo, Nnamdi Igwe

Journal of Biosciences and Medicines Vol.13 No.8, August 13, 2025

DOI: 10.4236/jbm.2025.138011 90 Downloads 534 Views Citations
Volatility Forecasting and Volatility Risk Premium (Articles)

Jingfei Cheng

Journal of Applied Mathematics and Physics Vol.3 No.1, January 28, 2015

DOI: 10.4236/jamp.2015.31014 6,944 Downloads 9,349 Views Citations
Evaluating Volatility Forecasts with Ultra-High-Frequency Data—Evidence from the Australian Equity Market (Articles)

Kai Zhang, Lurion De Mello, Mehdi Sadeghi

Theoretical Economics Letters Vol.8 No.1, January 4, 2018

DOI: 10.4236/tel.2018.81001 1,450 Downloads 3,871 Views Citations
This article belongs to the Special Issue on Financial Economics
Next Level in Risk Management? Hedging and Trading Strategies of Volatility Derivatives Using VIX Futures (Articles)

Ernst J. Fahling, Elmar Steurer, Tobias Schädler, Adrian Volz

Journal of Financial Risk Management Vol.7 No.4, December 29, 2018

DOI: 10.4236/jfrm.2018.74024 1,774 Downloads 6,351 Views Citations
Characterizing the Volatility Transmission across International Stock Markets (Articles)

Amarnath Mitra, Vishwanathan Iyer, Anto Joseph

Theoretical Economics Letters Vol.5 No.4, August 24, 2015

DOI: 10.4236/tel.2015.54067 3,717 Downloads 5,768 Views Citations
Inferring Volatility from the Yield Curve (Articles)

Vincent Brousseau, Alain Durré

Journal of Mathematical Finance Vol.5 No.3, August 28, 2015

DOI: 10.4236/jmf.2015.53026 6,052 Downloads 7,593 Views Citations
Research on the Daily Volatility Measure Considering the Impact of Overnight Variance and Time Segment in Chinese Stock Market (Articles)

Yu Shi, Handong Li

Journal of Mathematical Finance Vol.8 No.3, August 7, 2018

DOI: 10.4236/jmf.2018.83035 1,227 Downloads 2,803 Views Citations
This article belongs to the Special Issue on Financial Market Volatility
Do Leveraged ETFs Increase Volatility (Articles)

William J. Trainor

Technology and Investment Vol.1 No.3, August 27, 2010

DOI: 10.4236/ti.2010.13026 10,160 Downloads 18,460 Views Citations
Are Sunspots Stabilizing? (Articles)

Paul Shea

Theoretical Economics Letters Vol.1 No.3, November 7, 2011

DOI: 10.4236/tel.2011.13023 7,334 Downloads 11,641 Views Citations
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Open Journal of Applied Sciences Vol.4 No.2, February 20, 2014

DOI: 10.4236/ojapps.2014.42004 7,540 Downloads 11,829 Views Citations
The Cross-Sectional Risk Premium of Decomposed Market Volatility in UK Stock Market (Articles)

Yan Yang, Laurence Copeland

Open Journal of Social Sciences Vol.2 No.7, July 14, 2014

DOI: 10.4236/jss.2014.27006 4,382 Downloads 6,079 Views Citations
CD4+/CD56+ Hematodermic Neoplasm Presenting in the Skin: A Tunisian Case Report and Current Review of the Literature (Articles)

Yosra Ben Youssef, Nessrine Ben Sayed, Kmira Zahra, Abir Gmidène, Naouel Ben Salah, Atef Ben Abdelkader, Nejia Brahem, Hlima Sennana, Colanda Belajouza, Abderrahim Khelif

Open Journal of Blood Diseases Vol.2 No.4, December 18, 2012

DOI: 10.4236/ojbd.2012.24018 4,037 Downloads 7,057 Views Citations

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