Matches in SemOpenAlex for { <https://semopenalex.org/work/W2037506728> ?p ?o ?g. }
Showing items 1 to 75 of
75
with 100 items per page.
- W2037506728 endingPage "69" @default.
- W2037506728 startingPage "58" @default.
- W2037506728 abstract "The foreign exchange options market is one of the largest and most liquid OTC derivative markets in the world. Surprisingly, very little is known in the academic literature about the construction of the most important object in this market: The implied volatility smile. The smile construction procedure and the volatility quoting mechanisms are FX specific and differ significantly from other markets. We give a brief overview of these quoting mechanisms and provide a comprehensive introduction to the resulting smile construction problem. Furthermore, we provide a new formula which can be used for an efficient and robust FX smile construction." @default.
- W2037506728 created "2016-06-24" @default.
- W2037506728 creator A5026313138 @default.
- W2037506728 creator A5091244562 @default.
- W2037506728 date "2012-07-01" @default.
- W2037506728 modified "2023-10-12" @default.
- W2037506728 title "FX Volatility Smile Construction" @default.
- W2037506728 cites W113145665 @default.
- W2037506728 cites W1523217848 @default.
- W2037506728 cites W1534516431 @default.
- W2037506728 cites W1570399289 @default.
- W2037506728 cites W1977477884 @default.
- W2037506728 cites W2030525059 @default.
- W2037506728 cites W2032698245 @default.
- W2037506728 cites W2046248410 @default.
- W2037506728 cites W2078950386 @default.
- W2037506728 cites W2127608836 @default.
- W2037506728 cites W2146840878 @default.
- W2037506728 cites W2269277917 @default.
- W2037506728 cites W2953043229 @default.
- W2037506728 cites W3122708998 @default.
- W2037506728 cites W33494981 @default.
- W2037506728 cites W623509844 @default.
- W2037506728 cites W629643095 @default.
- W2037506728 cites W634278835 @default.
- W2037506728 cites W3041468147 @default.
- W2037506728 doi "https://doi.org/10.1002/wilm.10132" @default.
- W2037506728 hasPublicationYear "2012" @default.
- W2037506728 type Work @default.
- W2037506728 sameAs 2037506728 @default.
- W2037506728 citedByCount "24" @default.
- W2037506728 countsByYear W20375067282013 @default.
- W2037506728 countsByYear W20375067282014 @default.
- W2037506728 countsByYear W20375067282015 @default.
- W2037506728 countsByYear W20375067282016 @default.
- W2037506728 countsByYear W20375067282017 @default.
- W2037506728 countsByYear W20375067282018 @default.
- W2037506728 countsByYear W20375067282019 @default.
- W2037506728 countsByYear W20375067282020 @default.
- W2037506728 countsByYear W20375067282021 @default.
- W2037506728 countsByYear W20375067282022 @default.
- W2037506728 crossrefType "journal-article" @default.
- W2037506728 hasAuthorship W2037506728A5026313138 @default.
- W2037506728 hasAuthorship W2037506728A5091244562 @default.
- W2037506728 hasBestOaLocation W20375067282 @default.
- W2037506728 hasConcept C106159729 @default.
- W2037506728 hasConcept C144133560 @default.
- W2037506728 hasConcept C162324750 @default.
- W2037506728 hasConcept C91602232 @default.
- W2037506728 hasConceptScore W2037506728C106159729 @default.
- W2037506728 hasConceptScore W2037506728C144133560 @default.
- W2037506728 hasConceptScore W2037506728C162324750 @default.
- W2037506728 hasConceptScore W2037506728C91602232 @default.
- W2037506728 hasIssue "60" @default.
- W2037506728 hasLocation W20375067281 @default.
- W2037506728 hasLocation W20375067282 @default.
- W2037506728 hasOpenAccess W2037506728 @default.
- W2037506728 hasPrimaryLocation W20375067281 @default.
- W2037506728 hasRelatedWork W2168837190 @default.
- W2037506728 hasRelatedWork W2515239783 @default.
- W2037506728 hasRelatedWork W2595743171 @default.
- W2037506728 hasRelatedWork W2609414343 @default.
- W2037506728 hasRelatedWork W2751781760 @default.
- W2037506728 hasRelatedWork W3121214250 @default.
- W2037506728 hasRelatedWork W3121557707 @default.
- W2037506728 hasRelatedWork W3122613467 @default.
- W2037506728 hasRelatedWork W3125807518 @default.
- W2037506728 hasRelatedWork W4367396873 @default.
- W2037506728 hasVolume "2012" @default.
- W2037506728 isParatext "false" @default.
- W2037506728 isRetracted "false" @default.
- W2037506728 magId "2037506728" @default.
- W2037506728 workType "article" @default.