Volatility Smile Archives

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[ 15th November 2018 ] Wilmott Magazine: November 2018 issue WILMOTT Magazine
[ 12th November 2018 ] Order Statistics for Value at Risk Estimation and Option Pricing Articles
[ 7th November 2018 ] Option Pricing and the Dirichlet Problem Wilmott Inner Circle
[ 29th October 2018 ] Poker as a Lottery Articles
[ 24th October 2018 ] Bridge with Buffett Wilmott Inner Circle

Wilmott Inner Circle

Can Anyone Solve The Smile Problem?

6th December 2017 Editor 0

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Articles

The Volatility Smile Problem: From Within

13th March 2017 Editor 0

In the following, I will say what the smile problem is, and I am not sure everyone will follow me. This is how deeply and how long I’ve been thinking about the smile problem. I’ve […]