BSM Model Assumptions
A brief explanation of how BSM falls short in its assumptions.
A brief explanation of how BSM falls short in its assumptions.
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 PaperA 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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