volatility skew
2021年7月12日—Volatilityskewisaoptionstradingconceptthatstatesthatoptioncontractsforthesameunderlyingasset—withdifferentstrikeprices, ...,2023年6月8日—Discoveroptionsvolatilityskew(volskew),whichreferstothevariationinimpliedvolatility(IV)betweeno...
The Dynamic of the Volatility Skew
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由MBedendo著作·2005·被引用52次—Itiswellknownthatthevolatilitiesimpliedfromobservedoptionpricesarenotconstantacrossstrikesandtimetomaturity,astheBlack-Scholesmodel.
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