Modeling Parameters for Stock Option Pricing Models

Temporarily pause/resume the modeling

Step-by-step execute the modeling(when sleep botton is on)

Turn on/off the optimization option to calculate optimized stock volatilities for all four models

Exit the demo

Variance of stock volatility

Correlation between stock price and its volatility

Initial stock volatility for Black-Scholes Model (BS)

Initial stock volatility for Constant Volatility American Call Binomial Model (AMC)

Initial stock volatility for Stochastic Volatility European Call Binomial Model (EUS)

Initial stock volatility for Stochastic Volatility American Call Binomial Model (AMS)