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Smiles all around: FX joint calibration in a multi-Heston model
FX joint calibration multi-Heston model Pricing of Securities
2012/3/2
Multi-currency FX derivatives offer a challenging playground to the mathematical modelling of correlations. Quotes of liquidly traded vanilla options on cross FX rates, e.g. EUR/JPY, can be used to ex...
In the Black-Scholes context we consider the probability distribution function (PDF) of financial returns implied by volatility smile and we study the relation between the decay of its tails and the ...
An evaluation of smiles before and after orthodontic treatment
Stomion-Incision measurement Most improved Smiling lip line Vertical lip-tooth relationship
2009/1/13
The purpose of this investigation was threefold: 1) Determine if a person's smile improves with orthodontic treatment, 2) Determine if the amount of improvement varies among clinicians, and 3) Det...