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2 votes
0 answers
37 views

B&S pricing of option with convex transformation

2 votes
2 answers
118 views

Compute delta from the option price without vol input

4 votes
1 answer
3k views

Monte Carlo option pricing with R

3 votes
0 answers
62 views

Are Black-Scholes Greeks bounded?

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0 answers
20 views

Generate payoff matrix of multiple BSM assets

7 votes
1 answer
343 views

implied volatility and strike price

1 vote
1 answer
212 views

How to understand broken wing butterfly option strategies?

2 votes
1 answer
405 views

Exercise Probabilities Vanilla Cap/Floor

4 votes
1 answer
94 views

Boundary condition issues for Black-Scholes PDE using finite-differences

10 votes
4 answers
6k views

List of packages in R for options pricing?

1 vote
1 answer
82 views

Calibrate the SABR model to the implied volatility surface

0 votes
1 answer
138 views

Under put call parity shouldnt the implied volatility for call and put for same strike and maturity be the same?

0 votes
1 answer
63 views

Negative-gamma delta hedging (for a call option writer): how will the stock price affect the portfolio profit?

2 votes
1 answer
241 views

Does it matter that Bachelier IV differs from BS IV for a given option price?

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