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• 8 More questions about integral of Brownian Motion w.r.t time
• 7 Show that $\frac{\partial c(t))}{\partial \sigma^2 }>0 \text{ if and only if } S(t)<Xe^{-r(r+\frac{1}{2} \sigma^2 )(T-t)}.$
• 6 Why isn't this IV calc correct?
• 6 Why is volatility skew/smile for long term options flatter compare to short term options?
• 6 Itos Lemma Derivation notation
• 5 Annualized actual probability
• 5 Differential of integrating factor $d(e^{at}r_t)$ in Vasicek model
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