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Skew this: taking the computational burden off basket options
Dan Pirjol presents a snap formula for estimating implied volatility skew in an instant
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
A new approach to marking volatility of illiquid options
Julius Bear quant’s arbitrage-free solution overcomes challenge of sparse data
Valer zetocha
Julius baer
Anaging illiquid assets book
Implied volatility
Volatility surface
Volatility smile
Option pricing
Ark to model
Rbitrage free model
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