Hello. I have a paper, regarding the empirical study of the performances of Black-Scholes. And I would like t ask you something, if it does not bother you.it's about the implied volatility estimate and the pricing error.How could I get in contact with you, so I could explain my problem.Thank you very much.I'm quite new here, and I don't know exacly how these messeges work.Thank you very much.
thanks for replay
cheers