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Normalizing volatility transforms and general parameterization of volatility smile

https://doi.org/10.2139/ssrn.3835233
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11/11 checkable references clean · checked 2026-08-29

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

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The 11 checked references that resolve
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A note on sufficient conditions for no arbitrage
resolves10.1111/j.1467-9965.2007.00291.x
THE RANGE OF TRADED OPTION PRICES
resolves10.1137/20M1352120
On the Harmonic Mean Representation of the Implied Volatility
resolves10.1080/14697688.2017.1348619
Moment generating functions and normalized implied volatilities: unification and extension via Fukasawa’s pricing formula
resolves10.1111/j.1467-9965.2011.00483.x
THE NORMALIZING TRANSFORMATION OF THE IMPLIED VOLATILITY SMILE
resolves10.1080/14697688.2013.819986
Arbitrage-free SVI volatility surfaces
resolves10.1137/20M1351060
No Arbitrage SVI
resolves10.1007/s00780-008-0081-9
Can the implied volatility surface move by parallel shifts?
resolves10.1093/biomet/41.1-2.177
INEQUALITIES FOR THE NORMAL INTEGRAL INCLUDING A NEW CONTINUED FRACTION
resolves10.1007/s00780-019-00410-6
A Black–Scholes inequality: applications and generalisations
resolves10.1002/9781119192183
FX Options and Structured Products
The 7 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedref3
no DOI — not checkedModel-free implied volatility: from surface to index
no DOI — not checkedref9
no DOI — not checkedref10
no DOI — not checkedref12
no DOI — not checkedref14
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