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- 2011-7-11
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Options Arbitrage/Binomial Valuation
Has anyone seen the call option arbitrage (delta hedge) example for puts? Or seen a binomial model valuation for puts?
I see the logic, I would just like to confirm my math...
Cheers,
T
Edited 1 time(s). Last edit at Thursday, May 26, 2011 at 11:06PM by TDIGZ. |
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发表于 2011-7-13 13:29
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