Exercise 10.1.1 Verify Eq. (10.1) and that the delta of a call on a stock paying a
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Exercise 10.1.1 Verify Eq. (10.1) and that the delta of a call on a stock paying a continuous dividend yield of q is e−qτ N(x).
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Financial Engineering And Computation Principles Mathematics Algorithms
ISBN: 9780521781718
1st Edition
Authors: Yuh-Dauh Lyuu
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