Back to Results
First PageMeta Content
Options / Investment / Black–Scholes / Delta neutral / Hedge / Put–call parity / Put option / Implied volatility / Futures contract / Financial economics / Finance / Mathematical finance


Static Hedging of Standard Options∗ P ETER C ARR† Courant Institute, New York University
Add to Reading List

Document Date: 2009-05-21 17:41:36

Open Document

File Size: 743,88 KB

Share Result on Facebook

City

New York / /

/

Facility

Vanderbilt University / Courant Institute / /

/

IndustryTerm

finance workshop / /

MarketIndex

S&P 500 / /

Organization

Graduate School / New York University / ARR† Courant Institute / Vanderbilt University / Fordham University / /

Person

Alex Mayus / David Hait / /

/

Position

Merton model / a static strategy / /

ProvinceOrState

New York / /

Technology

simulation / /

URL

www.math.nyu.edu/research/carrp/papers / www.bnet.fordham.edu/lwu / /

SocialTag