I am trying to use black scholes model, so have few doubts.
How to calculate annualized volatilty like use (252)^1/2 or use (365)^1/2.
and how to calculate return, like using close/prevClose -1 or log(close/prevClose).
I am trying to use black scholes model, so have few doubts.
How to calculate annualized volatilty like use (252)^1/2 or use (365)^1/2.
and how to calculate return, like using close/prevClose -1 or log(close/prevClose).