1. How to handle bid-offer spread causing negative estimations of risk-neutral densities from option prices?

  2. Call option with underlying following a Bachelier process

  3. Contingent claim and Derivative

  4. Is this the correct shape of Cox-Ross-Rubinstein's recombining binomial tree?
  5. Implied Volatility for Asian option with monthly lookback

  6. Arbitrage strategies in Rubinstein's binomial tree one-step
  7. Does the Binomial Pricing Model require a no-arbitrage assumption?
  8. Option pricing with dependent risk factors

  9. Black Scholes and high dividend paying stocks
  10. Early exercise american put with zero interest rate but positive dividends
  11. Valuating Prepayment on Loans- Which models are favorable?

  12. How to calculate return on investment for an adjustment to a complex options position?
  13. Barrier Option with Time-Dependent Rebate
  14. Difference between binomial and CRR model

  15. Static Replication of a Barrier at a single observation time

  16. Research topic on volatility

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

  18. Option: payout if you beat index

  19. How to derive the change in portfolio value as given by Gatheral in The Volatility Surface?

  20. Call option with rule to sell at a certain price if an event occurs

  21. PV of derivative that pays $S_T \ln\left(S_T\right)$ at maturity

  22. Why it is not possible to price American perpetual call option using PDE approach?
  23. Pricing of multi strike rainbow options
  24. Interpretation of OAS on MBS

  25. Are there comprehensive analyses of theta decay in weekly options?

  26. Why does it not make sense to hedge a long position in an option already in the portfolio?

  27. option on bond future - any caplet representation out there ?

  28. "Hedging" a put option, question on exercise

  29. Jim Gatheral's claim on the decay of the effect of jumps on the final return distribution
  30. Option Valuation
  31. Lower barrier knock-out /up-barrier knock-in double barrier option pricing?

  32. ATMF Volatility Surface. Read off vol for Options on spot and vol for Options on futures contract
  33. What does the notation $\psi (x_1, x_2, \dots, x_n)$ mean in this context?

  34. Pricing and hedging of vanilla options based on non-tradable underlying
  35. Double knockout binary pricing?
  36. What is meant by the term 'unbounded compounding'?

  37. Jim Gatheral's ansatz

  38. Which barrier option has negative gamma?
  39. What are some useful approximations to the Black-Scholes formula?
  40. Equivalent Martingale Measure(EMM) of Inverse of Stock Price

  41. calculating greeks using binomial tree c++ quantlib

  42. To what degree does computational complexity affect the pricing of options?
  43. Down-Out Call and Vanilla call price

  44. Time Step Size for Heston Model for Different Option Maturity
  45. Complete Financial Market: Integrability condition for Contingent Claims

  46. Mark Joshi, The concepts and practice of mathematical finance chapter 6 exercise 20,21
  47. Mark Joshi, The concepts and practice of mathematical finance chapter 6 exercise 4
  48. How to recreate a payoff of exotic options with vanillas? ( using density function)
  49. How to find correct change of measure

  50. Am Call = Euro Call if r is non-negative and Am Put = Euro Put if r is negative

  51. What is the convention for option tickers on S&P 500 and VIX?

  52. Spread in Option Quotes

  53. Closed- solution for Convertible bond price two factor model
  54. Option pricing formula for deep in-the/out-of money options?
  55. Black-Scholes formula producing a negative number for a Call Option
  56. Fixing date, start date, end date in interest rate derivative valuation?

  57. Determining price of Option interview question

  58. Monte Carlo simulation for price of European call under Merton model
  59. Pricing Secured Barrier Call 2

  60. Price of European calls in Merton's Model
  61. Calculate $E^{\mathbb{Q}}\left[e^{-\int_{0}^{T_2}r_t\,dt} \frac{S\left(T_2\right)}{S\left(T_1\right)}\right]$

  62. Suggestions to build a copula to price Quanto options
  63. Can the concept of negative probabilities be used to price a call option?
  64. Wrong pricing of Asian Option

  65. Multithreading Monte-Carlo pricing in QuantLib for a single product
  66. Pricing of a derivative using Risk Neutral Valuation.

  67. Volatility products and constant vega
  68. Bachelier model call option pricing formula

  69. Finding a replicating portfolio (Solution Critique)

  70. Max option leverage strike

  71. Least Squares Monte Carlo Method for Option Pricing - Basis functions
  72. Do we need to derive the PDE for the option price when applying Least Squares Monte Carlo?

  73. Change measure and derivative pricing in Heston model

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

  75. Black & Scholes with stochastic interest rate

  76. Vanila Option self financing under Stock as numeraire

  77. Implied volatility and greeks for american option with discrete dividends

  78. Importance of full value functions for option pricing

  79. Build a Synthetic Loan for Personal Finance

  80. Black-Scholes vs Black equation

  81. Error in barrier option pricing Monte Carlo

  82. How to derive conditional expectation for ESO

  83. A question about pricing convertible bond with two different underlying assets
  84. Why Drifts are not in the Black Scholes Formula

  85. What discount rate to use when valuing binomial option with real probabilities
  86. Does Bergomi mix up an option model price with option market price?

  87. Model for Options on Bitcoin Futures
  88. Benchmark value for American Options under stochastic volatility

  89. Binomial Option Valuation Paul Wilmott

  90. Foward-start option pricing

  91. Convexity of Call option prices using Put-Call parity relationship
  92. Complicated American style option contract with numerous non-standard features (simultanous exercise, additional premium, etc.)
  93. Implying risk-free rates using Put/Call parity

  94. Markov chain Monte Carlo Analysis of FX Options
  95. A simple question: Cost of delta hedging when a call option is sold

  96. Monte Carlo simulation and Black Scholes give different results in my code
  97. How are Brownian Bridges used in derivatives pricing in practice?

  98. Option on Loan rate

  99. use Monte Carlo or FDM to price Basket option

  100. Barrier option with Rebate