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comment What is the main reasons to use Miltersen & Schartz (1998) model for commodity futures options
Note that it is a very widely cited paper, not a crazy model coming from nowhere
May
2
asked What is the main reasons to use Miltersen & Schartz (1998) model for commodity futures options
Apr
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revised How to compare different volatility measures?
otherwise it would be off topic
Apr
3
comment What are some different methods for calculating hedge ratios for multiple leg spreads?
Do you mean "hedge ratio"?
Apr
3
comment Why is delta-hedging of ATM options near expiry difficult to do?
Why is this closed? There is a scientific explanation to this question, as the delta of ATM options close to expiry becomes binary.
Apr
3
answered How can I use PCA to determine spread ratios for multiple legs?
Apr
3
comment What are some different methods for calculating hedge ratios for multiple leg spreads?
which "ratios" do you mean?
Apr
3
revised what is the vol in the BS formula?
added 65 characters in body
Apr
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asked what is the vol in the BS formula?
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comment portfolio optimisation with VaR (or CVaR) constraints
Thank you very much, this is very insightful