Riding on the smiles

By J. D. da Fonseca, Martino Grasselli. 2011

116 citations recorded by the source corpus.

Subfields: Demography, Finance

View Paper: https://www.semanticscholar.org/paper/026a4b21ae7c5a7ed1f0a2006058ef8fbce8c1c3

Citations in the corpus

• General closed-form basket option pricing bounds (2016, unknown): “The parameters refer to a calibration performed on August 20 th 2008, as in Da Fonseca and Grasselli (2011).”