kathy sham2020-10-05 00:40:26
kathy shamQ27 if we compare to Currency option or others for volatility smile are we using lognormal as well? Can we use normal distribution? Or only equity using lognormal distribution ?
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Crystal2020-10-10 20:17:29
CrystalGenerally speaking, we assume that the underlying asset price is subject to lognormal distribution, so there is a lognormal distribution. If there are other underlying assets that can be subject to other distributions, it is ok.
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