References

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• 2000Derivatives in Financial Markets with Stochastic Volatility916 cited
• 2006The Volatility Surface: A Practitioner's Guide735 cited
• 2006Moment explosions in stochastic volatility models403 cited
• 2004THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES335 cited
• 1998Complete Models with Stochastic Volatility282 cited
• 1996OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL1240 cited
• 2004Computing the implied volatility in stochastic volatility models222 cited
• 2009REGULAR VARIATION AND SMILE ASYMPTOTICS133 cited
• 2006Correlations and bounds for stochastic volatility models106 cited
• 2006Implied Volatility: Statics, Dynamics, and Probabilistic Interpretation102 cited
• 2002Stochastic Models of Implied Volatility Surfaces92 cited
• 2009From implied to spot volatilities80 cited
• 2001IMPLIED AND LOCAL VOLATILITIES UNDER STOCHASTIC VOLATILITY74 cited
• 1999Stochastic volatility, smile & asymptotics71 cited
• 2010Asymptotic Formulas with Error Estimates for Call Pricing Functions and the Implied Volatility at Extreme Strikes