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vanilla_mf
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model
European Put and Call Options (Vanilla)
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model
payoff
abbreviations
value
Greeks
identities
put-call parity
put-call delta parity
delta-symmetric strike
space-homogeneity
time-homogeneity
put-call symmetry
rates symmetry
foreign-domestic symmetry
Euro related symmetries of value, delta and leverage
quotation
dual Black-Scholes partial differential equation
Retrieving the Arguments
Implied Volatility
Strike Given Delta
Volatility Given Delta
Vega Given Delta
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2000-06-11
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