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Cheng-Ze Song

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Conference Open access 2026

Option Pricing in Motion: Volatility, States, and Risk

: This paper develops a comprehensive theoretical framework for option pricing in dynamic markets characterized by volatility fluctuations, regime changes, and risk sensitivities (Greeks). While the Black – Scholes model assumes constant volatility, real markets exhibit volatility smiles, skews, jumps, and distinct reg...

Cheng-Ze Song · 0 citations

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