1. Original Black-Scholes paper assumptions -- "variance rate"
  2. Black & Scholes with stochastic interest rate
  3. Geometric Brownian Motion and the Black Scholes Model

  4. Black-Scholes vs Black equation
  5. Pricing 0% interest rate Floor Black Model

  6. Why Drifts are not in the Black Scholes Formula

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

  8. Exercise Probabilities Vanilla Cap/Foor

  9. How are the BKM risk-neutral moments derived?
  10. Problems in understanding BSM formula

  11. Different Results Monte Carlo and Black-Scholes - where is my mistake?
  12. A simple question: Cost of delta hedging when a call option is sold
  13. Tracking error Black Scholes
  14. Monte Carlo simulation and Black Scholes give different results in my code
  15. Theta from R fOptions package

  16. Quoting options with reference price and delta
  17. Sticky Implied Tree Implementation
  18. Graph of lambda for European put and call options
  19. Price of the form $v(t,x)=\phi(t,T)x^n$ for a power option
  20. How to extrapolate implied volatility for out of the money options?
  21. Which volatility to use in cap pricing with CSA discounting?

  22. Risk-neutral expectation equation with collateral and funding costs
  23. Projecting a Thiele differential equation with Black Scholes returns

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

  26. SPY American option Greeks and Premium

  27. Price of Geometric basket call option

  28. Transformation from the Black-Scholes differential equation to the diffusion equation - and back
  29. Normalized Gains Process is a Q-Martingale - Proof and Intuition

  30. Relationship between forward and option prices

  31. ITM call delta when T increases
  32. Determine price of financial contract

  33. Black model for indices

  34. Dividend yield for an index

  35. Derivation of the Black-Scholes formula

  36. Bond ETF Options and Forwards

  37. "Black-Scholes model implies flat implied volatility plots"?
  38. Build Implied Volatility Smile

  39. How to derive the Greek theta from Black-Scholes solution formula?
  40. Is it possible that under Black-Scholes: $\ln S_{T} \sim N \left ( \ln S_t - \frac{1}{2}\sigma^2(T-t), \sigma^2(T-t) \right )$

  41. Intuition behind Ln transformation of stock price when applying Ito lemma
  42. Assumption in black scholes solution

  43. Rigorous derivation of $d\Pi$ for stock with continuous dividend

  44. Black Scholes vs Binomial Model
  45. Theoretical models for options bid-ask spread?

  46. Black & Scholes doesn't give current option market price

  47. Finding Similar Options

  48. optimizing the expected utility

  49. Probability of exercise in the Black-Scholes Model

  50. Calculating Strike of a Put with a fixed delta exposure using black Scholes Model

  51. At-The-Money-Forward option approximation

  52. Black-Scholes European call price taking limits

  53. Using Black-Scholes to price a geometric average price call

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

  55. straddle return

  56. Option on Futures - Black Equation Derivation

  57. pricing option with two stocks

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

  60. Black-Scholes formula proof, without stochastic integration
  61. Black Scholes diffusion well coded in Python

  62. Ways of treating time in the BS formula

  63. Drift rate vs. Riskless rate in the Black-Scholes model

  64. Reference that states that the price of an option is not the expected present value of the payoffs under Black and Scholes?

  65. Equivalent martingale measure price dynamics

  66. Attempt of an analytical proof that a call price decreases as its strike increases

  67. Continuous delta hedge formula

  68. Questions on CIR CAPM and risk neutral measure

  69. Dynamic Delta Hedging And a Self Financing Portfolio
  70. How can the implied volatility be calculated?

  71. Does the correlation between stocks in an index affect the implied volatility of the index?

  72. Detailing a proposition about option pricing model coherence

  73. Is the replication porfolio for a European Call, self financing for changes in time?
  74. Early execise of American Call on Non-Dividend paying stock.

  75. Barrier digital options and pricing

  76. Pricing Options on Fixed Income ETFs

  77. Equivalent to Matlab's financial toolbox in python?
  78. Option value based on a vwap

  79. Volatility smile risk (negative effect) on dynamically hedged portfolio?

  80. Using black scholes to model a clawback in private equity

  81. Black-Scholes formula for Poisson jumps
  82. Derivation of BS PDE problem using Delta hedging
  83. Perform scipy Kolmogorov-Smirnov Test for lognormal distribution in GBM
  84. Black-Scholes under stochastic interest rates
  85. Distribution of realized volatility for stock prices from a GBM
  86. What is the other type of impact of dividends on the stock price in this formula?

  87. What is the analogue used by Hull to price European calls with known cash dividends?

  88. How do different models impact option Greeks?

  89. Rigorous definition of the two values of a European call
  90. First passage probability formula
  91. Is this the right formula to use implied volatility to gauge probability of a stock being within a certain range?

  92. Calculate strike from Black Scholes delta
  93. How to compute Pr(S>100) when S follows Geometric Brownian Motion?
  94. Why must the risk free rate be free from risk in risk neutral valuation?

  95. What is Dual Delta?
  96. Expectation of N(d2)?

  97. Expected profit from straddle and its standard deviation
  98. How do we solve bellman's equation in Merton's model

  99. ultra-long tenor European call option valued using Black-Scholes

  100. Greeks(theta) of a Down-and-Out barrier option