Posted 42 Days Ago Job ID: 1614496 13 quotes received

Equity Option IV Skew Smoothing

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I am developing a quantitative trading model to exploit arbitrage opportunities within the Implied volatility skew surface that's formed from the individual IV's of different call/put contracts at various strike prices.

The Problem I'm Facing: 
I cant seem to create a very accurate function to repr ... Show more
Malcolm H United States