Technical Analysis of STOCKS & COMMODITIES
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DownloadLooking At Minute-By-Minute Stock Option Data, Part 3: Alternatives To Black-Scholes
ARTICLE SYNOPSIS ...Many concerns have been expressed over the years about the assumptions made by the Black-Scholes model (and some other option models) with regard to the volatility and continuity in the markets. When trading very short-term option contracts, do the model's assumptions really reflect reality? Here's a look...
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