Volatility smile

Field
Subfield
Domain
OpenAlex	C13290067

Smeal faculty

• Charles Cao - score 1.8

Papers

• Empirical Performance of Alternative Option Pricing Models (1997) - cites 2708
• The information content of option-implied volatility for credit default swap valuation (2010) - cites 247
• An empirical analysis of the dynamic relationship between mutual fund flow and market return volatility (2008) - cites 112