FPM, the successor to the BSM option pricing model

[thecoder]

You are not even posting your results at Wilmott.

@panzerman, I tried to register there, but one has to first request a so called "security question" from them via email. I sent them an email for that, but haven't got any answer yet. They say that they don't accept public email addresses like gmail etc., but I haven't used any such public email address. Very funny.
If you are registered there, could you kindly help me to get a registration there? Thanks.

 

[thecoder]

Found also a formula for "x times leveraged" option over a normal option:
https://www.elitetrader.com/et/threads/x-time-leveraged-option.350091/page-2#post-5204329
With it any leverage factor is possible. It includes also a discount (of up to max. 25% for ATM options with K=S, r=q=0, as an example).

 

[thecoder]

As a "by-product" of my research I've also developed a direct analytic formula for volatility (IV) when CALL or PUT is known together with the other parameters, except of course volatility (IV), for all ATM options. It works for both BSM and FPM
Ie. a Closed-form expression (equation, formula), without any iterations.
People were saying this is impossible...

 

[thecoder]

@panzerman, I tried to register there, but one has to first request a so called "security question" from them via email. I sent them an email for that, but haven't got any answer yet. They say that they don't accept public email addresses like gmail etc., but I haven't used any such public email address. Very funny.
If you are registered there, could you kindly help me to get a registration there? Thanks.

Wilmott has wrong DNS records for SPF (TXT), that's the cause why their mails don't get accepted. Mailer log says:

Received-SPF: softfail (spfquery: transitioning domain of wilmott.com does not designate 209.85.222.179 as permitted sender) client-ip=209.85.222.179; envelope-from=XXXXXXXX@wilmott.com; helo=mail-qk1-f179.google.com;