Quantitative Finance
EpicAdv
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6 Calibrating stochastic volatility model from price history (not option prices) Nov 20 '15
5 Understanding skew of SPX - Why does IV of OTM puts increase with strike? Oct 27 '15
1 Assuming Black-Scholes assumptions are correct, would the expected return from buying/selling options be 0? Nov 3 '15
1 Calculate uncertainty of option expiring ITM Nov 26 '19
0 Are there volatility models dependent on returns? Jan 10 '20

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