Option Pricing Under Power Laws

Discussion in 'Options' started by JCDST1979, Jun 22, 2020.

  1. JCDST1979

    JCDST1979

    Do you know how to calculate this price?
     
    #1     Jun 22, 2020
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  2. Scataphagos

    Scataphagos

    The entire notion of "logical option pricing" has been tossed on its ear in this time of "buy everything Fed".
     
    #2     Jun 22, 2020
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  3. 2rosy

    2rosy

    try googling taylor expansion to get more specific
     
    #3     Jun 22, 2020
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