Any one has some idea abt how to come up with implied vol in Emerging mkt, given delivered vol there as well as delivered and implied vol in core mkts. I was thinking abt fitting a model to the difference between the delivered and implied vol in core mkts, and that should bear information abt the relationship between the delivered and implied vol. Then make adjustment(idea is pretty vague at the stage) to it for the EM vol difference. Any suggestions on that? Or maybe another approach to the topic.THX

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QuoteOriginally posted by: marcodtAny one has some idea abt how to come up with implied vol in Emerging mkt, given delivered vol there as well as delivered and implied vol in core mkts. I was thinking abt fitting a model to the difference between the delivered and implied vol in core mkts, and that should bear information abt the relationship between the delivered and implied vol. Then make adjustment(idea is pretty vague at the stage) to it for the EM vol difference. Any suggestions on that? Or maybe another approach to the topic.THXcan u try again? bullet points this time pls...