2116数理金融困难essaylong
Variance-Swap Surface Intuition 21
题目
Two one-year equity option surfaces have the same ATM implied volatility, but Surface B has much more expensive downside puts than Surface A. Why can Surface B still imply a meaningfully higher fair variance-swap strike?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。