Tagged Questions
2
votes
1answer
197 views
What are $d_1$ and $d_2$ for Laplace?
What are the formulae for d1 & d2 using a Laplace distribution?
4
votes
5answers
701 views
How to improve the Black-Scholes framework?
Since the distribution of daily returns are obviously not lognormal, my bottom line question is has BS been reworked for a better fitting distribution?
Google searches give me nada.
The best dist ...
