Abstract
From the option prices with strike K, with K > S for calls and K < S for puts, a parameter can be estimated to calculate the prices of the entire options chain using a heuristic based on exponential decay, which has very well known applications in several natural and social phenomena. With the support of arbitrage restrictions such as the put-call parity, reasoning is validated and we can consider alternatives to evaluate forward conditions such as volatility and option prices in financial markets.
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