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Skewness risk: Revision history


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  • curprev 00:3000:30, 28 July 2008Quarl talk contribs 2,123 bytes +239 «+"In options markets, the difference in implied volatility at different strike prices represents the market's view of skew, and is called volatility skew. (In pure Black-Scholes, implied volatility is constant with respect to strike.)"» undo

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