---
title: Pricing Errors Impact Options Prices & Greeks
url: https://www.ml-quant.com/papers/ssrn/4552151/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4552151
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4552151
featured: 2023-08-30
citations: unknown
topic: Derivatives & Volatility
---


# Pricing Errors Impact Options Prices & Greeks

Pricing errors in the base asset can inflate options prices and affect option Greeks, leading to inefficient risk management and hedging if not considered.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4552151
- Identifier: SSRN 4552151
- Released: 2021-06-15
- First featured: Quant Letter No. 14 (2023-08-30): https://www.ml-quant.com/issues/2023-08-30/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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