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- 7/10/13
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Hi everyone,
I have seen a lot of works on the implied volatility surface smoothing and calibration. However, I haven't seen people talking about the surface where option price is dependent on strike and time to maturity, given a fixed spot price?
Thank you,
JK
I have seen a lot of works on the implied volatility surface smoothing and calibration. However, I haven't seen people talking about the surface where option price is dependent on strike and time to maturity, given a fixed spot price?
Thank you,
JK