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7
votes
Black-Scholes: Volatility Smile "sharpens" with time to expiry
options
black-scholes
implied-volatility
volatility-smile
asked Jun 7, 2021 at 16:01
quant.stackexchange.com
5
votes
Dynamics of FX rate
interest-rates
fx
sde
exchange
geometric-brownian
asked May 24, 2022 at 12:21
quant.stackexchange.com
5
votes
Convergence rate of Bermudan to American option
monte-carlo
american-options
finite-difference-method
stopping-time
bermudan
asked Jan 14 at 10:28
quant.stackexchange.com
5
votes
Delta-hedge experiment of American Put option
black-scholes
american-options
simulations
delta-hedging
binomial-tree
asked Jun 7 at 14:57
quant.stackexchange.com
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