Sensitivity analysis percentile ranges for call options: QUICK QUESTION FOR A PRO (IM A STUDENT)

Hi there,

Looking for guidance on choosing a range of values for the input parameter for my sensitivity analysis of a call option using BSMM and implied volatility. If someone could send me a reference to a journal or article that would be really helpful.

Thanks

A

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Sensitivity analysis percentile ranges for call options: QUICK QUESTION FOR A PRO (IM A STUDENT)

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