FPM, the successor to the BSM option pricing model

Discussion in 'Journals' started by thecoder, Sep 14, 2020.

  1. thecoder

    thecoder

    @panzerman, I tried to register there, but one has to first request a so called "security question" from them via email. I sent them an email for that, but haven't got any answer yet. They say that they don't accept public email addresses like gmail etc., but I haven't used any such public email address. Very funny.
    If you are registered there, could you kindly help me to get a registration there? Thanks.
     
    #21     Sep 15, 2020
  2. thecoder

    thecoder

    Last edited: Sep 19, 2020
    #22     Sep 19, 2020
  3. thecoder

    thecoder

    As a "by-product" of my research I've also developed a direct analytic formula for volatility (IV) when CALL or PUT is known together with the other parameters, except of course volatility (IV), for all ATM options. :) It works for both BSM and FPM :)
    Ie. a Closed-form expression (equation, formula), without any iterations.
    People were saying this is impossible... :)
     
    Last edited: Sep 22, 2020
    #23     Sep 22, 2020
  4. thecoder

    thecoder

    Wilmott has wrong DNS records for SPF (TXT), that's the cause why their mails don't get accepted. Mailer log says:
     
    #24     Sep 22, 2020