why volatility smile exists
AvolatilitysmilemaynotalwayspossessacleanU-shape.Itcanoccurduetoexternalmarketfactors,suchasdemandandsupplyimbalances.Thus,aninvestor ...,Volatilitysmilesareimpliedvolatilitypatternsthatariseinpricingfinancialoptions.Itisaparameter(impliedvolatil...
Why does volatility smile exist?
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2019年7月22日—Thevolatilitysmilereferstothepatternofimpliedvolatilityacrossoptionswithdifferentstrikepricesbutthesameexpirationdate.
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