Portfolio of Volatility Smiles versus Volatility Surface: Implications for pricing and hedging options
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DOI: 10.1002/fut.22213
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Cited by:
- Sudarshan Kumar & Sobhesh Kumar Agarwalla & Jayanth R. Varma & Vineet Virmani, 2023. "Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1615-1644, November.
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