information about Volatility smile field
Field Hierarchy
| Parent | |||
|---|---|---|---|
Mathematics 21.1M papers | Economics 11.7M papers | Business 11.6M papers | Finance 3.8M papers |
Econometrics 1.1M papers | Financial economics 407k papers | Volatility (finance) 101k papers | |
| Current | |||
Volatility smile 6,333 papers | |||
| Child | |||
SABR volatility model 5,881 papers | Forward volatility 4,481 papers | Volatility risk premium 3,636 papers | Variance swap 1,474 papers |
Heston model 1,403 papers | Local volatility 939 papers | Variance risk premium 600 papers | Constant elasticity of variance model 512 papers |
Volatility risk 344 papers | |||
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History