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FKaria

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Answers (10)

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18	Does implied vol vary for calls vs puts?
6	How does one go from measure P to Q(risk-neutral) when modeling an asset paying dividends?
5	Price of a down-and-out call in terms of European call
4	How to calculate stock move probability based on option implied volatility and time to expiration? (Monte Carlo simulation)
2	Value of American Call vs Value of European Call when using implicit finite differences

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30 options × 6	6 stochastic-calculus
18 implied-volatility	6 mathematics
15 option-pricing × 5	5 black-scholes
8 stochastic-processes × 2	4 calculation
7 risk-neutral-measure × 2	4 probability

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8	Expectation of Gamma times S$^2$ in Black-Scholes model

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6	down		15	answer

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