March 12th, 2011, 3:17 pm
QuoteOriginally posted by: gammaslideinteresting..martin do you have any thoughts on the right choice?What about euros and usd?I use beta of 0, for a whole variety of reasons... To be sure, I am not a dealer running a book full of all sorts of vanilla and exotic rubbish that heavily depends on model parameters, so maybe you shouldn't be asking me.