Smiles in delta (Q6127425)
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scientific article; zbMATH DE number 7831718
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smiles in delta |
scientific article; zbMATH DE number 7831718 |
Statements
Smiles in delta (English)
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12 April 2024
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implied volatility
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volatility smile
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delta
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butterfly arbitrage
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