Quantitative Finance Meta
to customize your list.
more stack exchange communities
Start here for a quick overview of the site
Detailed answers to any questions you might have
Discuss the workings and policies of this site
Extrapolating implied volatilities to small time
Could anyone please direct me to literature or methods for extrapolating the implied volatility surface towards small expiry? I'm looking to price very short time to expiry binary options (e.g. 5 ...
Nov 20 '13 at 16:10
newest extrapolation binary-options questions feed
Hot Network Questions
It's all downhill from here
Mystery cards in Magic 2015 card list
how to create new symbol like shown in figure
Origin of the term "Splat Book"
Limit for creating stores
Why some thunders sound deeper while others sound snappier?
Is it realistic to fuel a long ride with NO sugar?
Can the satellites in Martian orbit be put to use providing a rudimentary GPS system on Mars?
How to randomly partition a range
How to treat an under-performing coauthor?
How to encourage a child to self-edit and take criticism positively?
Would there be any reason to bore a tunnel entirely through a world?
Minimum excluded number
Why is it a "gene pool"?
When reviewing a resubmission, can I request a version with changes highlighted if the journal does not require it?
Could a lightsaber deflect a laser blast from a Tie Fighter?
What is a specific example of how the shellshock bash bug could be exploited?
Who did the Elves think Annatar (Sauron) was?
Very *mathematical* general physics book
Why dont we use catapults to get to space?
Why doesn't a tied balloon behave like a pendulum?
Different results between V9 and V10 when using Style with Listplot
Is there a way to detect web server in case it's not present in HEADER?
Are Bash colors defined anywhere?
more hot questions
Life / Arts
Culture / Recreation
TeX - LaTeX
Unix & Linux
Ask Different (Apple)
Geographic Information Systems
Science Fiction & Fantasy
Seasoned Advice (cooking)
Personal Finance & Money
English Language & Usage
Mi Yodeya (Judaism)
Cross Validated (stats)
Theoretical Computer Science
Meta Stack Exchange
Stack Overflow Careers
site design / logo © 2014 stack exchange inc; user contributions licensed under
cc by-sa 3.0