FIN MCQ The Black-Scholes Merton Model The relationship between the volatility and the time to expiration is called the

The relationship between the volatility and the time to expiration is called the

The Black-Scholes Merton Model

The relationship between the volatility and the time to expiration is called the

a. volatility smile
b. volatility skew
c. term structure of volatility
d. theta
e. none of the above

Answer: C

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