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◾ Simulating Delta Hedging
| Content Provider | Scilit |
|---|---|
| Author | Davison, Matt |
| Copyright Year | 2014 |
| Description | We then proceeded to solve this equation and analyze the solutions. But in the process we, perhaps, did not make enough of a fuss about a very important fact. is fact, central to derivatives pricing, is that the growth rate of the underlying asset, μ, does not appear in the Black Scholes partial dierential equation. Because of this there is no way it can appear in the solution which gives the put and call formulas. Book Name: Quantitative Finance |
| Related Links | https://content.taylorfrancis.com/books/download?dac=C2010-0-49971-6&isbn=9780429194962&doi=10.1201/b16039-29&format=pdf |
| Ending Page | 341 |
| Page Count | 16 |
| Starting Page | 326 |
| DOI | 10.1201/b16039-29 |
| Language | English |
| Publisher | Informa UK Limited |
| Publisher Date | 2014-05-08 |
| Access Restriction | Open |
| Subject Keyword | Book Name: Quantitative Finance |
| Content Type | Text |
| Resource Type | Chapter |