From Wikipedia, the free encyclopedia
|
|
This article is part of WikiProject Finance, an attempt to better organize information in articles related to Finance. If you would like to participate, you can edit the article attached to this page, or visit the project page, where you can join the project and/or contribute to the discussion. |
|
| Stub |
This article has been rated as Stub-Class on the project's quality scale.
(If you rated the article please give a short summary at comments to explain the ratings and/or to identify the strengths and weaknesses.) |
[edit] Explanation of vol smile
Should the article include some explanation of why the volatility smile is observed, e.g. Black-Scholes normality assumption, fat tail events, etc? Finnancier 08:27, 26 August 2007 (UTC)
To-do list for Volatility smile:
