Identifying Black-Scholes Derivatives Pricing Discrepancies by Bennett PrestonIdentifying Black-Scholes Derivatives Pricing Discrepancies by Bennett Preston

Identifying Black-Scholes Derivatives Pricing Discrepancies

Bennett Preston

Bennett Preston

Like this project

Posted Jun 12, 2025

Analyzed SPY options data to locate pricing discrepancies in the Black-Scholes derivatives pricing model to locate where the model suffer in markets.