Date: 2010-01-22 04:26:14

Mathematical finance

Options

BlackScholes model

Volatility

Implied volatility

Moneyness

Binary option

Putcall parity

Risk-neutral measure

Local volatility

VIX

Option Pricing on Cash Mergers Victor H. Martinez, Ioanid Ro¸su and C. Alan Bester∗ September 30, 2009 Abstract When a cash merger is announced but not completed, there are two main sources

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