User sle

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sle

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3 Estimating risk aversion from option bid-ask spreads May 28 '20

2 Is this actual example of calendar arb in quotes? Oct 28 '20

1 Is this actual example of calendar arb in quotes? Oct 30 '20

1 Early exercise premium with discrete cash dividends using integral approximation Aug 7 '20

0 Deriving American option greeks Aug 25 '20

0 Early exercise boundary for american call and discrete cash dividend boundary approximation Jul 8 '20