Under what circumstances is it possible to make a European option on a stock index both gamma

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Under what circumstances is it possible to make a European option on a stock index both gamma neutral and vega neutral by adding a position in one other European option?

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Options Futures And Other Derivatives

ISBN: 9780130090560

5th Edition

Authors: John C. Hull

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Question Posted: Oct 18, 2024 07:02 AM

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17.16. Under what circumstances is it possible to make a European option on a stock index both gamma neutral and vega neutral by adding a position in one other European option?
Under what circumstances is it possible to make a European option on a stock index both gamma neutral and vega neutral by adding a position in one other European option?
Under what circumstances is it possible to make a European option on a stock index both gamma neutral and vega neutral by adding a position in one other European option? AppendixLO1
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Under what circumstances is it possible to make a European option on a stock index both gamma neutral and vega neutral by adding a position in one other European option?
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Under what circumstances is it possible to make a European option on a stock index both gamma

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Options Futures And Other Derivatives

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