Timeline for Asymptotic behavior of implied volatility at probability mass [closed]
Current License: CC BY-SA 4.0
10 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jul 14, 2023 at 22:40 | history | left closed in review | olaker | Original close reason(s) were not resolved | |
| S Jul 7, 2023 at 23:11 | review | Reopen votes | |||
| Jul 14, 2023 at 22:40 | |||||
| S Jul 7, 2023 at 23:11 | history | edited | JEK | CC BY-SA 4.0 |
clarify strike dependency
Added to review
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| Jun 28, 2023 at 11:00 | history | closed |
Frido AKdemy Dimitri Vulis |
Needs details or clarity | |
| Jun 28, 2023 at 10:41 | review | Close votes | |||
| Jun 28, 2023 at 11:05 | |||||
| Jun 28, 2023 at 10:24 | comment | added | KT8 | I agree with Frido, you need to clarify this a bit | |
| Jun 28, 2023 at 10:23 | comment | added | Frido | I mean what kind of implied vol goes to zero as strike approaches ATM? So I am assuming $k$ is a weird notation for time to maturity, but then your question still does not make much sense to me. | |
| Jun 28, 2023 at 9:50 | comment | added | Frido | Is $k$ in your notation strike or time to maturity? | |
| S Jun 28, 2023 at 2:03 | review | First questions | |||
| Jun 28, 2023 at 9:58 | |||||
| S Jun 28, 2023 at 2:03 | history | asked | JEK | CC BY-SA 4.0 |