Hi David,
Since the volatility smile curve is different for currency and equity options, would it be possible to have a common (same) volatility frown curve for both type of options? I think the question was on stock options with a large price move and they didn't mention if it's a up move or a...
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.