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Simulator
Probability Surface
Implied Volatility
Distribution Shape
μ (drift):
0.00
σ (volatility):
1.00
η (smoothness):
5.0
λ (skew):
-0.1
Variance Dynamics
ν (rel start variance):
2.5
κ (persistence):
0.90
α (alpha):
0.10
β (beta):
0.80
γ (gamma):
0.10
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