Documents Nikos SKANTZOS 2010 Stochastic methods in Finance.

Nikos SKANTZOS 2010 Stochastic methods in Finance Fair price What is the fair price of an option? Consider a call option on an asset Delta hedging: For every time interval:…

Documents Nikos SKANTZOS 2010

Nikos SKANTZOS 2010 Stochastic methods in Finance Fair price What is the fair price of an option? Consider a call option on an asset Delta hedging: For every time interval:…