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Nonconvergence in the Variation of the Hedging Strategy of a European Call Option

✍ Scribed by R. Th. Peters

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Efficient analytic approximation of the

✍ Zakamouline, Valeri I. 📂 Article 📅 2006 🏛 Taylor and Francis Group 🌐 English ⚖ 217 KB

The duality of option investment strateg

✍ José R. Rodríguez-Mancilla; William T. Ziemba 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 385 KB

Hedging of the European option in discre

✍ Marek Kociński 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 327 KB

Asymptotics of the price oscillations of

✍ Francine Diener; MARC Diener 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 233 KB

A Reexamination of the Covered Call Opti

✍ Keith C. Brown and Scott L. Lummer 📂 Article 📅 1986 🏛 Financial Management Association International (FM 🌐 English ⚖ 823 KB

The Returns and Risk of Alternative Call

✍ Robert C. Merton, Myron S. Scholes and Mathew L. Gladstein 📂 Article 📅 1978 🏛 University of Chicago Press 🌐 English ⚖ 945 KB