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See the attached proof of showing absolute value of call and put option elasticity is more than or equal to 1. option elasticity Tor Call
See the attached proof of showing absolute value of call and put option elasticity is more than or equal to 1.
option elasticity Tor Call SA Tel SIT-4) Ncd) Acant c = Sterline "Ncd - KerCT-6 - Node) s Ard Toined- Ke+7-t?NICA denominar c numento 5. Acall 9 obsence . For put be S put -601-5 'No-d) _S61-09 = kelint? Al-day - Se "N(d) Nr-di) -SCT*N(-d) ker(7* C-d.)-se put quire ober P>0) aco se trudi) Ke7-b (-del-sett? (d) Since denominado e numerah 0) aco se trudi) Ke7-b (-del-sett? (d) Since denominado e numerah Step by Step Solution
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