I'm looking for help with calculating theoretical option prices that include IV smile, and smoothing out existing option chains. This may require using recent pricing models that are utilized by quants and market makers, not basic Black Scholes. Please see attached example screenshots showing invalid option prices (due to indvidual bids & asks) that need to be smoothed out.
The goal is to estimate marketable option prices that market makers may be willing to accept, or that could be hedged properly if I were an MM.
I program in C# and will need code written in C#, VB or VB/Excel, so that I can convert it to C#.
10 freelancers están ofertando un promedio de $325 por este trabajo
I have worked for a fintech company earlier and will be glad to take up this project. The bid and delivery timeline is only indicative. I will be happy to share further details privately.