1. Volswap: fair strike and number of fixings
  2. Black Scholes Equation into the Heat Equation?

  3. Why has the Bachelier implied volatility an elevated curvature than the BS implied volatility?

  4. Simulate double exponential process with correlated jumps?

  5. Garman-Kohlhagen (Black-Scholes) Formula vs. Bloomberg OVML Calculator

  6. Stop-loss start-gain paradox: Why is it a 'paradox'?

  7. Exercise Probabilities Vanilla Cap/Foor

  8. Delta of a Digital option

  9. Which risk-free interest rate to use in Black-Scholes equation
  10. Why is Bachelier implied volatility more skewed than the Black-Scholes implied volatility?

  11. Pricing of multi strike rainbow options
  12. Spot-Forward Relationship - Proof

  13. How to, from various hypotheses on the P&L, get known models (BS, Heston etc ...)
  14. Different Results Monte Carlo and Black-Scholes - where is my mistake?

  15. Option Valuation

  16. Black-Scholes PDE - Change of Variables

  17. Pricing and hedging of vanilla options based on non-tradable underlying
  18. Equivalent Martingale Measure(EMM) of Inverse of Stock Price

  19. Question about the vega of a stock

  20. Evaluating contract $D$ where the stock follows the Black Scholes assumption

  21. 4-point Trapezium rule for numerical integration
  22. European option Vega with respect to expiry and implied volatility

  23. Mark Joshi, The concepts and practice of mathematical finance chapter 6 exercise 20,21
  24. Constant volatility and risk-free rate assumptions of Black Scholes

  25. How to find correct change of measure

  26. Besides arbitrage opportunities, are there other properties that real world markets cannot have

  27. Is the delta of a binary option the same as the delta for a regular European option?

  28. Option pricing formula for deep in-the/out-of money options?

  29. Black-Scholes formula producing a negative number for a Call Option

  30. Can we rewrite the pnl of a continuous hedge option as the time average of the volatility weighted by the square gamma?
  31. Pricing 'Down and In' claims
  32. Local volatility equation for daily margining option data

  33. How are the two concepts No arbitrage & Risk neutral probability related?
  34. Finding a replicating portfolio (Solution Critique)

  35. Delta of a derivative with a linear payoff

  36. Interpretation of drift parameter $\mu$ in GBM

  37. Hedging error in a stochastic volatility model

  38. Original Black-Scholes paper assumptions -- "variance rate"

  39. Black & Scholes with stochastic interest rate

  40. Black-Scholes vs Black equation

  41. Pricing 0% interest rate Floor Black Model

  42. Why Drifts are not in the Black Scholes Formula

  43. Why the expected return rate of a stock has nothing to do with its option price?

  44. How are the BKM risk-neutral moments derived?

  45. Problems in understanding BSM formula
  46. A simple question: Cost of delta hedging when a call option is sold
  47. Tracking error Black Scholes
  48. Monte Carlo simulation and Black Scholes give different results in my code
  49. Theta from R fOptions package

  50. Quoting options with reference price and delta
  51. Sticky Implied Tree Implementation
  52. Graph of lambda for European put and call options
  53. Price of the form $v(t,x)=\phi(t,T)x^n$ for a power option

  54. How to extrapolate implied volatility for out of the money options?

  55. Which volatility to use in cap pricing with CSA discounting?

  56. Risk-neutral expectation equation with collateral and funding costs

  57. Projecting a Thiele differential equation with Black Scholes returns

  58. Show that $V=\sum_{i=1}^n h_i(t)S_i(t)$ satisfies the Black-Scholes equation
  59. Pricing for an Odd Type of Asset or Nothing Option

  60. SPY American option Greeks and Premium
  61. Price of Geometric basket call option

  62. Transformation from the Black-Scholes differential equation to the diffusion equation - and back

  63. Normalized Gains Process is a Q-Martingale - Proof and Intuition

  64. Relationship between forward and option prices

  65. ITM call delta when T increases
  66. Determine price of financial contract

  67. Black model for indices

  68. Dividend yield for an index

  69. Derivation of the Black-Scholes formula

  70. Bond ETF Options and Forwards
  71. "Black-Scholes model implies flat implied volatility plots"?

  72. Build Implied Volatility Smile
  73. How to derive the Greek theta from Black-Scholes solution formula?

  74. Is it possible that under Black-Scholes: $\ln S_{T} \sim N \left ( \ln S_t - \frac{1}{2}\sigma^2(T-t), \sigma^2(T-t) \right )$
  75. Intuition behind Ln transformation of stock price when applying Ito lemma
  76. Assumption in black scholes solution
  77. Rigorous derivation of $d\Pi$ for stock with continuous dividend
  78. Black Scholes vs Binomial Model

  79. Theoretical models for options bid-ask spread?
  80. Black & Scholes doesn't give current option market price
  81. Finding Similar Options

  82. optimizing the expected utility

  83. Probability of exercise in the Black-Scholes Model
  84. Calculating Strike of a Put with a fixed delta exposure using black Scholes Model

  85. At-The-Money-Forward option approximation
  86. Black-Scholes European call price taking limits
  87. Using Black-Scholes to price a geometric average price call

  88. Yet another question about the risk-neutral measure. Why is the risk-neutral probability of an infinitely volatile GBM 0?
  89. straddle return

  90. Option on Futures - Black Equation Derivation
  91. pricing option with two stocks

  92. Deriving the Black-Scholes formula as the expected value on the payout of an option
  93. How do I modify my basic black scholes model in Excel to price american options?

  94. Black-Scholes formula proof, without stochastic integration
  95. Black Scholes diffusion well coded in Python
  96. Ways of treating time in the BS formula
  97. Drift rate vs. Riskless rate in the Black-Scholes model
  98. Reference that states that the price of an option is not the expected present value of the payoffs under Black and Scholes?
  99. Equivalent martingale measure price dynamics
  100. Attempt of an analytical proof that a call price decreases as its strike increases