EVEN WITH LOCAL VOLATILITY U NEED IV LIKE LOCAL VOLATILITY IS AN EXTRA STEP
IF U WAN SKEW U CAN GET FROM BS BUT THIS THREAD IS ABT THE USE OF LOCAL VOLATILITY NOT BS NOR THE SKEW
DONT AGREE THE SKEW MAY DERIVE FROM BS WITH USE OF OPTION VALUE ANYONE WAN TO DISCUSS WHATS THE USE OF LOCAL VOLATILITY FOR A TRADER? WHY COMPUTE...
A FEW QUESTIONS ABT OPTION VOLATILITY 1) WHATS THE USE OF LOCAL VOLATILITY? THE COMPUTE PROCESS REQUIRES IV WHICH DERIVED FROM BS PRICE BUT IF U...
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