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As a representative dealer in a bank, you have just sold a European put option. How does the bank dynamically delta hedge this position using
As a representative dealer in a bank, you have just sold a European put option. How does the bank dynamically delta hedge this position using the Black-Scholes framework?
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Foundations Of Financial Management
Authors: Stanley B Block, Geoffrey A Hirt
12th Edition
0073295817, 9780073295817
