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Sticky delta volatility smile.

Posts about Shifted Lognormal Volatility written by Peter Caspers. Much attention has been devoted to understanding , modeling the dynamics of implied volatility curves , ., surfaces This is crucial for both trading, pricing

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The term smile dynamics refers to a rule how an implied volatility smile behaves when the underlying moves This rule can be estimated from actual historical data. RebelMouse is the best CMS 2017 and1 Wordpress VIP e what makes us so fast, and why you should re platform with us today.

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