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| visits | member for | 1 year |
| seen | Feb 27 at 5:33 | |
| stats | profile views | 1 |
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Jan 28 |
comment |
Numerical difficulties in fitting option prices Edited to include a better link to the paper. In the paper, the authors talk about numerical difficulties involed in curve-fitting—not modeling—prices. My question is: What kind of numerical difficulties can you get when fitting call prices, which disappear if you fit implied volatilities? |
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Jan 28 |
revised |
Numerical difficulties in fitting option prices deleted 14 characters in body |
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Jan 28 |
asked | Numerical difficulties in fitting option prices |
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Aug 24 |
awarded | Scholar |
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Aug 24 |
accepted | Sufficient conditions for no static arbitrage |
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Aug 23 |
awarded | Supporter |
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Aug 23 |
revised |
Sufficient conditions for no static arbitrage Added more links |
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Aug 23 |
awarded | Student |
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Aug 23 |
awarded | Editor |
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Aug 23 |
revised |
Sufficient conditions for no static arbitrage added 127 characters in body |
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Aug 23 |
asked | Sufficient conditions for no static arbitrage |
