Timeline for Delta hedging cost of exotic options?
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 29, 2015 at 22:44 | comment | added | Mark Joshi | yes -- every pay-off is replicable. | |
| Sep 29, 2015 at 8:18 | comment | added | SRKX | Is it always possible to delta-hedge an exotic option in BS? | |
| Sep 29, 2015 at 8:16 | history | edited | SRKX | CC BY-SA 3.0 |
added 1 character in body
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| Jul 31, 2015 at 6:23 | history | answered | Mark Joshi | CC BY-SA 3.0 |