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The Ultimate Guide To Strike price

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This measure doesn't account with the volatility σ from the fundamental asset. Compared with previous inputs, volatility is indirectly observable from marketplace information, but should in its place be computed in a few design, primarily applying ATM implied volatility within the Black–Scholes model. Dispersion is proportional to volatility, so standardizing https://optionstrategy80234.theblogfairy.com/26704817/everything-about-strike-price

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