It is on deribit.com
I currently still use a segmented curve where I basically build two custom made equations. It is absolutely rudimentary. [1] Vol(K) = Vol(ATM) *...
Thank you very much for these replies. This is basically exactly what I was looking for. I read about most of those models, but given the very...
I am looking for a very simple equation to parametrise a curve. The equation should only be dependant on the strike price K, the underlying price...
Thanks for the input so far. Both methodologies are interesting. I read about both versions before as well. However, it seems that both try to...
Hi, I am currently to create my own volatility smile for currency options. I am basically reading the bids and offers and calculating the implied...
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