In particular, when it comes to option pricing, there is additional complexity resulting from the need to respond to quickly changing markets.

The Black-Scholes model of option pricing is based on a normal distribution.

Other interests include fund manager compensation, survivorship bias, corporate bonds, and option pricing.

Anyone who knew anything about option pricing would have laughed at such a claim.

Examples of applications include option pricing, computing the Greeks and risk management calculations.

It has important applications in condensed matter physics and in option pricing.

Brenner's primary areas of research include derivative markets, hedging, option pricing, and the stock market.

He has also edited a book on option pricing.

The authors also show how negative probabilities can be applied to financial option pricing.

It can also be shown that the approach is equivalent to the explicit finite difference method for option pricing.