Exercise 16.3.5 Verify that any delta-neutral gamma-neutral self-financing portfolio is automatically theta-neutral.

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Financial Engineering And Computation Principles Mathematics Algorithms

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Exercise 16.3.5 Verify that any delta-neutral gamma-neutral self-financing portfolio is automatically theta-neutral.
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Exercise 16.3.5 Verify that any delta-neutral gamma-neutral self-financing portfolio is automatically theta-neutral.

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Financial Engineering And Computation Principles Mathematics Algorithms

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