Deep learning is increasingly used in financial modeling, but its lack of transparency raises risks. Using the well-known Heston option pricing model as a benchmark, researchers show that global ...

The valuation of financial derivatives continues to evolve, with option pricing models remaining a cornerstone of modern quantitative finance. Traditional frameworks, such as the Black–Scholes model, ...

The Bjerksund-Stensland model is a key method for pricing American options. It helps investors determine optimal times for exercising options with dividends considered.

Monte Carlo simulations have become a cornerstone in quantitative finance, particularly in the pricing of complex options and in modelling volatility dynamics. This numerical method employs random ...

Options derive their value from an underlying asset, typically a stock, and their price, known as the premium, is influenced by factors ranging from the present share price to the time left until ...

Implied volatility is a powerful but often misunderstood metric that plays a major role in options trading. Implied volatility doesn’t tell you what’s going to happen to an option’s price, but it ...

Option pricing is calculated using the Black-Scholes model, which takes four influential factors into account: the price of an underlying stock (assuming constant drift and volatility), an option’s ...

Delta is the easiest to understand of the option Greeks Delta is the second Greek letter used in options trading. Delta can easily be quantified as the change in option price relative to the ...

CHICAGO--(BUSINESS WIRE)--SpiderRock Gateway Technologies (“SpiderRock”), a leader in live and historical options data and technology, introduces FLEX Option Pricing and Analytics via its MLink API.