BSM Model Assumptions
A brief explanation of how BSM falls short in its assumptions.
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My First Systematic Strategy
An introduction to something that might be of interest
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Gamma Fragility in Modern Markets
An in-depth analysis of gamma exposure's impact on market stability and its implications for systemic risk. The paper explores how options market dynamics can amplify market movements.
Read PaperOptions Pricing via Fourier Transformation
A mathematical exploration of using Fourier transforms for efficient options pricing, particularly focusing on complex derivatives and exotic options where traditional methods may fall short.
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