The last time FX volatility smile construction approaches were reviewed was post October 2008. In an interview with Wilmott magazine, Dr.Uwe Wystup suggests that the Covid-19 crisis may trigger another revisit.
Read article here.
The last time FX volatility smile construction approaches were reviewed was post October 2008. In an interview with Wilmott magazine, Dr.Uwe Wystup suggests that the Covid-19 crisis may trigger another revisit.
Read article here.