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Questions Tagged with "option pricing"

Explore solved questions tagged with "option pricing" or help others by answering their unsolved questions related to "option pricing".

Simulation scheme for SABR beside the standard Euler discretization

1 answer

Quantitative Finance Asked 2 years ago

Why does a Bermudan option have a higher implied volatility than its European counterpart?

1 answer

Quantitative Finance Asked 3 years ago by Joshua Fernandes

Infinitesimal Generators and Expectation of First Hitting Time as Solution of Differential Equation

0 answer

Quantitative Finance Asked 3 years ago by Victor Felipe

Black-76 Model for Swaption Price and Greeks

0 answer

Quantitative Finance Asked 3 years ago by Vladimir Nabokov

How is the implied risk neutral density affected when changing numeraire?

0 answer

Quantitative Finance Asked 3 years ago by Kupoc allahoui

Options when there's no VolSurf - Emerging/Frontier Markets

1 answer

Quantitative Finance Asked 3 years ago by Mercadian

Value Option with Forward Volatilities

2 answer

Quantitative Finance Asked 3 years ago by Maths student G

Why are these deep in-the-money FLEX options seemingly bought at a discount?

2 answer

Quantitative Finance Asked 3 years ago by Derek Shen

Confusion about replicating a call option

2 answer

Quantitative Finance Asked 3 years ago

Pricing deep OTM and short expiry options with Monte Carlo methods

0 answer

Quantitative Finance Asked 3 years ago by ffbzona

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