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sticky strike rule
sitcky strike rule
In handbook P409, it says sticky strike is "the curve does not change", but why "the ISD drops from 18 to 17.5" as the strike is still 100???
wufuheng1979
Thread
Nov 4, 2012
implied volatility
sticky
strike
rule
Replies: 3
Forum:
P2.T5. Market Risk (25%)
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