We consider a portfolio with call option and the corresponding underlying asset under the standard assumption that stock-market price represents a random variable with lognormal distribution. Minimizing the variance hedging risk of the portfolio on the date of maturity of the call option we find a fraction of the asset per unit call option. As a direct consequence we derive the statis... https://jalyttlers.shop/product-category/shoe-horn/
Web Directory Categories
Web Directory Search
New Site Listings