Options Index: Decoding Thorp’s Public Index for Listed Options2024-11-12papers#options#volatility#black scholes#ed thorp
The SABR Model: Correcting the Smile or Masking the Problem?2024-11-05research#options#volatility smile#sabr model#black scholes
Evaluating Calendar Spreads: Perspective on Complexity and Sensitivity2024-10-08research#options#volatility#black scholes#calendar spread