标题: Options Arbitrage/Binomial Valuation [打印本页]

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作者: hoangvu90    时间: 2011-7-13 13:29     标题: 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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