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Oct
29
comment 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.
Mar
28
comment 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.