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Results tagged with option-pricing
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user 2908
Questions about models for the valuation of option contracts.
2
votes
Using Black-Scholes equations to "buy" stocks
I am not sure any of the other answers mentioned this but the main reason you should not use an option model to buy/sell the underlying (BS or other) is that the option models are more about market-ma …
- 882
8
votes
From Fourier Transforms to Option Values
Aleš Černý has very simple examples in his book. Alternatively, this paper seems to recap part of the chapter on Fourier series:
Introduction to Fast Fourier Transform in Finance - Aleš Černý
- 882