Best of Volatility Views: Busting Skew Myths
Volatility Views · The Options Insider Inc.
August 7, 201226m 40s
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Show Notes
Best of Volatility Views: Busting Skew Myths Busting Skew Myths! Does the Lottery Effect actually exist? Do flaws in the Black-Scholes model create skew? Were options traders prior to 1987 completely insane? Also, an exploration of the fundamental and psychological causes of Equity/Investment skew.