Timeline for Why is Bachelier implied volatility more skewed than the Black-Scholes implied volatility?
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 25, 2020 at 11:04 | comment | added | will | What happens if you price up a load of options with a bachelier constant vol, and then calculate the log normal vol that corresponds? | |
| Oct 25, 2020 at 9:39 | answer | added | Mike | timeline score: 1 | |
| Aug 20, 2019 at 6:00 | history | tweeted | twitter.com/StackQuant/status/1163692279518892032 | ||
| Mar 1, 2018 at 8:54 | review | First posts | |||
| Mar 1, 2018 at 9:53 | |||||
| Mar 1, 2018 at 8:53 | history | asked | Lisa | CC BY-SA 3.0 |