这个系统性的差异被称为波动率微笑。
These systematic valuation errors are documented in a stylized fact, the "volatility smile" effect.
她也在攻读经济学博士学位,目前正在研究"期权微笑",也就是,期权隐含波动率微笑现象中的价格变动趋势,她现在正对我微笑呢
She is also a PhD candidate in Economics and is doing research on the behavior of options prices in a phenomenon called the "Options smile," as she's smiling at me right now.
如今,隐含波动率曲线看上去却是一副“微笑”的样子,说明看跌方已与看涨方势均力敌了。
now they look like a smile, indicating bearish bets have caught up with bullish ones.
如今,隐含波动率曲线看上去却是一副“微笑”的样子,说明看跌方已与看涨方势均力敌了。
now they look like a smile, indicating bearish bets have caught up with bullish ones.
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