The Dynamics of the S&P 500 Implied Volatility SurfaceGeorge S. Skiadopoulos, Stewart D. Hodges, Les Clewlow2000-10-01articleReview of Derivatives Research137 citationsgreenNo readable copy stored yet — this record is metadata only.Stochastic processes and financial applicationsFinancial Markets and Investment StrategiesFinancial Risk and Volatility ModelingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 137 citations exist upstream.References1973The Pricing of Options and Corporate Liabilities1976Option pricing when underlying stock returns are discontinuous1987The Pricing of Options on Assets with Stochastic Volatilities1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market1982The stochastic behavior of common stock variances Value, leverage and interest rate effects1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options1991Common Factors Affecting Bond ReturnsCited by2003The Dynamics of Implied Volatilities: A Common Principal Components Approach2011Riding on the smiles2012U.S. stock market crash risk, 1926–20102007An empirical comparison of continuous-time models of implied volatility indices2006A semiparametric factor model for implied volatility surface dynamics2008The implied volatility smirk2013Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options2009The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work so Well