1. This needs to be entered into a tax form with the information given to receive the answers. Does anyone have the extra time to spend to enter the data and come up with the answers? If not, I will try to update with answers within the next couple of days.
2. Why and how does the price of an option computed through a geometric brownian motion simulation converge to that calculated from the Black Scholes model?
3. Delta Hedging
Why does the hedging cost in Dynamic Delta Hedging equal the option price?