information about Volatility smile field
Field Hierarchy
| Parent | |||
|---|---|---|---|
Mathematics 21.4M papers | Economics 11.9M papers | Business 11.9M papers | Finance 3.9M papers |
Econometrics 1.1M papers | Financial economics 413k papers | Volatility (finance) 103k papers | |
| Current | |||
Volatility smile 6,381 papers | |||
| Child | |||
SABR volatility model 5,994 papers | Forward volatility 4,527 papers | Volatility risk premium 3,668 papers | Variance swap 1,482 papers |
Heston model 1,430 papers | Local volatility 943 papers | Variance risk premium 603 papers | Constant elasticity of variance model 515 papers |
Volatility risk 344 papers | |||
Trends
Field Trends