New answers tagged risk-neutral-measure
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Monte Carlo methods: Choosing the best measure
I think you touch on these ideas in your question, so I'm sure some (or all) of this is review for you. But just to hopefully tie it all together:
The risk-neutral measure is used (loosely speaking) ...
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Forward Black Implied Volatility For Within Risk Neutral European Option Pricing
The 'model free forward implied volatility' is pretty useless for your purposes. First of all, it doesn't say anything about the price of future IVs, which you need, and worse it's pretty much ...
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Beta Weighting Deltas: What happens to the non-correlation part?
"At Beta=1 the underlying is expected to be as volatile as the index as well as move (more or less) together with the index." is not right.
Beta has nothing to do with volatility, at-least ...
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