Volatility smile

Field
Subfield
Domain
OpenAlex	C13290067

Smeal faculty

• Charles Cao - score 1.8

Papers

• Empirical Performance of Alternative Option Pricing Models (1997) - cites 2709
• The information content of option-implied volatility for credit default swap valuation (2010) - cites 234
• The Information Content of Option-Implied Volatility for Credit Default Swap Valuation (2009) - cites 99