4760数理金融中等essayshort
More negative skew
题目
If downside skew gets steeper, what usually happens to the sensitivity of fixed-strike vol to spot moves under sticky-moneyness?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
题目
If downside skew gets steeper, what usually happens to the sensitivity of fixed-strike vol to spot moves under sticky-moneyness?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。