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  • 6 years ago
Best of Volatility Views: Busting Skew Myths

Best of Volatility Views: Busting Skew Myths

Best of Volatility Views: Busting Skew Myths
Busting Skew Myths! Does the Lottery Effect actually exist? Do flaws in the Black-Scholes model create skew? Were options traders prior to 1987 completely insane? Also, an exploration of the fundamental and psychological causes of Equity/Investment skew.

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