Skew this: taking the computational burden off basket options

Dan Pirjol presents a snap formula for estimating implied volatility skew in an instant

Related Keywords

Julius Baer ,Monte Carlo ,Valer Zetocha ,Dan Pirjol ,Marco Avellaneda ,Stevens Institute Of Technology ,Stevens Institute ,Basket Options ,Orst Of Baskets ,Volatility Skew ,Option Pricing ,Implied Volatility ,Volatility Smile ,Volatility Surface ,Local Volatility Models ,Views ,Derivatives ,