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I’ve seen it used for OTC option pricing - there’s no liquid market, so you are more of a market maker than a market taker.
by e-master 2y ago
I’ve seen it used for OTC option pricing - there’s no liquid market, so you are more of a market maker than a market taker.
- RayVR 2y agoBlack Scholes is not used for any otc option pricing, except perhaps to provide an instantaneous estimate to get in the ballpark, but no one would use it for the final price.