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Apr
20
comment BSM Model - Actual probability
Could you please add a reference for Allan Malz paper? thanks
Mar
10
revised Risk Neutral Variance Gamma
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Feb
10
awarded  Notable Question
Feb
3
revised How to estimate real-world probabilities
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Nov
10
revised How to estimate real-world probabilities
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Nov
10
comment Relationship between risk-neutral probability and subjective probability
Very clear answer Kiwiakos. I am not the OP but thank you anyway! I think a reasoning along these lines can be also used to answer my question here: quant.stackexchange.com/questions/8274/… . If you have time I will be very interested in your views.
Oct
27
awarded  Nice Question
Sep
29
revised Risk Neutral Variance Gamma
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Sep
18
revised Risk Neutral Variance Gamma
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Sep
16
asked Risk Neutral Variance Gamma
Sep
15
revised Local volatility pricer
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Jul
14
revised How to estimate real-world probabilities
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Jun
12
accepted Validation of Bates SVJ model
Jun
10
revised From Fourier Transforms to Option Values
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Apr
21
asked Validation of Bates SVJ model
Jan
29
answered Option Prices under the Heston Stochastic Volatility Model
Nov
19
accepted Local volatility pricer
Nov
14
revised Local volatility pricer
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Nov
14
comment Local volatility pricer
I did not say that the local vol points are above 0.194. The local volality is unknown to me (hence the black box). What is above 0.194 are all the implied vol points that were used as an input.
Nov
11
revised Local volatility pricer
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