FKaria's user avatar
FKaria's user avatar
FKaria's user avatar
FKaria
  • Member for 10 years, 10 months
  • Last seen more than a month ago
24 votes
Accepted

Does implied volatility vary for calls vs puts?

6 votes

How does one go from measure P to Q(risk-neutral) when modeling an asset paying dividends?

5 votes

Price of a down-and-out call in terms of European call

4 votes

Extrapolating implied volatilities to small time

4 votes

How to calculate stock move probability based on option implied volatility and time to expiration? (Monte Carlo simulation)

2 votes

Reference request for arbitrage pricing with martingale theory

2 votes
Accepted

Value of American Call vs Value of European Call when using implicit finite differences

2 votes

Stochastic modeling of stock price process

1 vote

How to transform process to risk-neutral measure for Monte Carlo option pricing?

1 vote

Basket Option weight sensitivity calculation