Volatility smile (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Volatility smile" in English language version.

refsWebsite
Global rank English rank
3rd place
3rd place
2nd place
2nd place

books.google.com

  • Hull, John C. (2003). Options, Futures and Other Derivatives (5th ed.). Prentice-Hall. p. 335. ISBN 0-13-046592-5.

doi.org

  • Mahdavi Damghani, Babak (2013). "De-arbitraging With a Weak Smile: Application to Skew Risk". Wilmott. 2013 (1): 40–49. doi:10.1002/wilm.10201.