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How often do ETF creation units baskets change?
i guess this would depend on the manager's discretion, although i'm pretty sure it's not daily.
How to conduct Monte Carlo simulations to test validity of Black Scholes for a specific option?
I know it converges, but how do I do it for a specific option? What software should I use? I am looking to start with the original Black Scholes and make a few modifications, that's why I asked for a standard approach.