Explore our questions

3 votes
2 answers
425 views

Black-Scholes-Merton formula and option pricing

0 votes
0 answers
20 views

Tradeability of Option (not underlying) necessary assumption in BSM?

1 vote
1 answer
207 views

Why the Esscher transform is the right transform for pricing formula?

0 votes
1 answer
437 views

Deriving the stochastic process for a dividend-yielding stock (under Black-Scholes assumptions)

0 votes
0 answers
90 views

Positive Theta for an At The Money option (with real data)

6 votes
2 answers
745 views

Using Black-Scholes to price a geometric average price call

0 votes
1 answer
42 views

Black-Scholes model portfolio position

5 votes
4 answers
15k views

Calculate strike from Black Scholes delta

0 votes
0 answers
33 views

About Hedging of One-touch Options

1 vote
1 answer
39 views

Seeking Advice on Normalizing Implied Volatility Change for Options Modeling

1 vote
1 answer
123 views

Hedging gamma, theta or other risks

0 votes
1 answer
53 views

In Black-1976, why is the differential equation missing a term relative to B-S?

0 votes
0 answers
38 views

Real Options for investment valuation (Basics)

1 vote
1 answer
229 views

Issues with calculating IV with options bar data

Browse more Questions