Timeline for European Call Option Delta Upper Bound
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
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| Feb 7, 2021 at 11:13 | comment | added | user357269 | This is kinda gimmicky in that there's only one point in time $t = 0$ where the option has weird delta. | |
| Nov 21, 2018 at 21:17 | history | edited | Daneel Olivaw | CC BY-SA 4.0 |
deleted 5 characters in body
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| May 12, 2016 at 3:00 | vote | accept | Hans | ||
| Dec 15, 2015 at 14:19 | comment | added | Gordon | Thanks. it is a very clever and parsimonious construction. | |
| Dec 13, 2015 at 22:14 | comment | added | Hans | +1 Clever! It is indeed artificial though in that the volatility depends on the when one starts observing $S$. | |
| Dec 13, 2015 at 9:45 | history | answered | Mark Joshi | CC BY-SA 3.0 |