Trades using greeks from an individual implied volatility model or volatility smile?

Discussion in 'Options' started by darkshogun, Mar 6, 2014.

  1. SIUYA

    SIUYA

    dont get too caught up with theoretical PL.
    The market prices you can get out at (mark to market) or leaving it to expiry in which case exercises settle it is pretty much the ultimate PL.
    No matter what theoretical model you are using.
    Yes you can finese, but just because models give different approximations means nothing.
    A bit like selling your house on a real estate recommended valuation.
     
    #11     Mar 8, 2014