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4 votes
1 answer
3k views

Monte Carlo option pricing with R

6 votes
1 answer
169 views

Likelihood ratio and pathwise sensitivity method for coupled SDEs

3 votes
1 answer
275 views

ATM Implied Volatility and Expected Variance

7 votes
1 answer
341 views

implied volatility and strike price

1 vote
1 answer
212 views

How to understand broken wing butterfly option strategies?

23 votes
6 answers
28k views

What is the implied volatility skew?

0 votes
0 answers
24 views

When is the gamma of an iron butterfly spread positive? (Assuming stock price at t=0 is equal to the highest strike price)

1 vote
1 answer
100 views

Payoff of a Butterfly spread under risk neutral measure is always positive for any t<T

1 vote
1 answer
245 views

Black76: Pricing options on futures

2 votes
0 answers
46 views

Where could I get European non-dividend option data

10 votes
4 answers
6k views

List of packages in R for options pricing?

0 votes
0 answers
20 views

How to compute the price range for an American call and put option?

1 vote
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48 views

What is the optimal time for exercising American call and put option?

0 votes
1 answer
96 views

implied vol smile relative to atm vols

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