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Black-Scholes-Merton Adjustments and Alternatives
The Black-Scholes-Merton Model with Delayed Settlement
The Merton Jump-Diffusion Model
The Black-Scholes-Merton Model Adjusted for Trading Day Volatility
Bates Generalized Jump-Diffusion Model
Hedging Error
Discrete-Time Option Valuation and Delta Hedging
Option Pricing in Trending Markets
Discrete-Time Hedging with Transaction Cost
Alternative Stochastic Processes
Constant Elasticity of Variance
Definition of Skewness and Kurtosis
The Skewness and Kurtosis for a Lognormal Distribution
Skewness-Kurtosis Put-Call Supersymmetry
Modified Corrado-Su Skewness-Kurtosis Model
Skewness-Kurtosis Equivalent Black-Scholes-Merton Volatility
Gram Charlier Density
Jarrow and Rudd Skewness and Kurtosis Model
The Corrado and Su Skewness and Kurtosis Model
Skewness-Kurtosis Trees
Pascal Distribution and Option Pricing
Hull-White Uncorrelated Stochastic Volatility Model
Hull-White Correlated Stochastic Volatility Model
Variance Swaps
The SABR Model
Volatility Swaps
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