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HomeVolatility Smile

Volatility Smile

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“The Minimum of the Smile Fit is Not Even in The Market!”

21st April 2020 Editor 0

Uwe Wystup, well known to Wilmott Magazine readers for his FX column, recently spared some time to catch us up on current developments in the FX space from a quantitative perspective. Late February through March […]

Articles

The Volatility Smile Problem: From Within

21st August 2019 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 […]

Wilmott Inner Circle

Can Anyone Solve The Smile Problem?

6th December 2017 Editor 0

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