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2
votes
1answer
194 views
What are $d_1$ and $d_2$ for Laplace?
What are the formulae for d1 & d2 using a Laplace distribution?
7
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1answer
310 views
Simulating the joint dynamics of a stock and an option
I want to know the joint dynamics of a stock and it's option for a finite number of moments between now and $T$ the expiration date of the option for a number of possible paths.
Let $r_{\mathrm{s}}$ ...
