What is the impact of jumps on implied volatility?

How to derive a characteristic function for a model with jumps?

Can you interpret the Heston model parameters and their impact on the volatility surface?

What is the relation between European and Forward-start options?

What is the Bates model, and how can it be used for pricing?

Is the Heston model with time-dependent parameters affine?

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How to hedge Jumps?

How does Ito’s table look like if we include the Poisson jump process?

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What is pathwise sensitivity?

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Why is adding more and more factors to the pricing models not the best idea?

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What is a standard error? How to interpret it?

Why do we need Monte Carlo if we have FFT methods for pricing?

What is weak and strong convergence in Monte Carlo pricing?

What instruments to choose to calibrate your pricing model?