The Volatility Smile

By M. Gunn. 2012

49 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/1a777555ef8fd7f5ab2c1985672dae6b332dbe58

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Sun-Yong Choi
2. Jeong‐Hoon Kim
3. Jean-Pierre Fouque 3
4. Samuel Hikspoors
5. Sam D. Howison
6. Steven Kou
7. Daniel Lacker
8. Ronnie Sircar

Citations in the corpus

• Option pricing under hybrid stochastic and local volatility (2013, methodology): “In fact, hybrid-type models have been used by practitioners and academics (see Jex et al. (1999), Lipton (2002), and Hagan et al. (2002) for examples).”