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peterram

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3 Questions

Votes Activity Newest Views

1

3

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1

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Black's Approximation - Discrete dividend for Put Options

options volatility pricing black

Jun 21 '19 at 17:16 peterram 73

2

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2

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987

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Forward Volatility vs Spot Volatility in Option Skew Models

options volatility black-scholes forward skew

Jun 28 '19 at 2:14 AlRacoon 4,107

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155

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Optimal Hedging of Options - asymmetry between long and short vol positions

options hedging delta-hedging

Sep 11 '19 at 14:02 Alex C 8,726

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