Question
in one period binomial model, prove that hedging a short position in European call option requires a long position in the underlying asset? ie: in
in one period binomial model, prove that hedging a short position in European call option requires a long position in the underlying asset? ie: in the hedging portfolio delta(0) is greater than 0
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Financial Algebra advanced algebra with financial applications
Authors: Robert K. Gerver
1st edition
978-1285444857, 128544485X, 978-0357229101, 035722910X, 978-0538449670
