Hedging of American equity options: do call and put prices always move in the direction as predicted by the movement in the underlying stock price?

✍ Scribed by Lars Nordén

• Book ID: 114339966
• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 116 KB
• Volume: 11
• Category: Article
• ISSN: 1042-444X
• DOI: 10.1016/s1042-444x(01)00038-x