Skew this: taking the computational burden off basket option

Dan Pirjol presents a snap formula for estimating implied volatility skew in an instant

Related Keywords

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 , Views , Derivatives ,