Deterministic implied volatility models
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- Jose Corcuera & Joao Guerra, 2010. "Dynamic complex hedging in additive markets," Quantitative Finance, Taylor & Francis Journals, vol. 10(9), pages 1023-1037.
- Seungho Yang & Jaewook Lee, 2014. "Do affine jump-diffusion models require global calibration? Empirical studies from option markets," Quantitative Finance, Taylor & Francis Journals, vol. 14(1), pages 111-123, January.
- L. Rogers & M. Tehranchi, 2010. "Can the implied volatility surface move by parallel shifts?," Finance and Stochastics, Springer, vol. 14(2), pages 235-248, April.
- Matthias Fengler & Wolfgang Härdle & Enno Mammen, 2005. "A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics," SFB 649 Discussion Papers SFB649DP2005-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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