Serving the Quantitative Finance Community
Search found 1 match
- May 6th, 2008, 1:36 pm
- Forum: Technical Forum
- Topic: A question on Skew - exotic equity derivatives
- Replies: 7
- Views: 95662
A question on Skew - exotic equity derivatives
Hi,Can someone give some intuitive explanations as to why capped/floored structures are skew dependent?