option pricing - Find the caplet volatilities for LIBOR fixings at each interval, given the ATM implied cap volatility term structure - Quantitative Finance Stack Exchange
The Volatility Surface Explained
The Impact of OIS Discounting on the Pricing of Non-Linear Interest Rate Structures | Numerix
Volatility Smile and Delta Hedging (Part 1) — Getting intimate with the vol surface. | by Harel Jacobson | Medium
Bitcoin's 'Volatility Smile' Shows Increased Demand for Bullish Exposure
Calibration of implied volatility surface using Tikhonov regularization | Semantic Scholar