Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with implied-volatility
Search options not deleted
user 27246
The volatility of the price of the underlying security that is implied by the market price of an option based on an option pricing model.
8
votes
1
answer
5k
views
Continuous delta hedge formula
When we buy a call and continuously delta hedge using some implied volatility $\sigma_i$, what is the formula for our aggregate profit given that the actual realized volatility is $\sigma_r$?
Say $S_ …
- 81