## Abstract This article returns to the choice of method for calculating option hedge ratios discussed by Pelsser and Vorst (1994). Where they demonstrated that numerical differentiation of a binomial model compared poorly to their design of an extended tree, this study shows that the Binomial Blac
In the Greek restaurant: the black squid
β Scribed by George Szirtes
- Book ID
- 108530392
- Publisher
- John Wiley and Sons
- Year
- 2000
- Tongue
- English
- Weight
- 15 KB
- Volume
- 42
- Category
- Article
- ISSN
- 0011-1562
No coin nor oath required. For personal study only.
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