Timeline for Dealers becoming synthetically short an out-of-the-money option
Current License: CC BY-SA 3.0
7 events
when toggle format | what | by | license | comment | |
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Dec 18, 2016 at 19:37 | vote | accept | Trajan | ||
Mar 15, 2016 at 20:29 | answer | added | onlyvix.blogspot.com | timeline score: 2 | |
Mar 15, 2016 at 18:32 | comment | added | dm63 | tks noob i posted an answer based on that | |
Mar 15, 2016 at 18:31 | answer | added | dm63 | timeline score: 3 | |
Mar 15, 2016 at 18:19 | comment | added | nbbo2 | FYI quote if from Page 27 of Dynamic Hedging by N. Taleb, I believe he is duscussing early exercise of American options ... | |
Mar 15, 2016 at 15:24 | comment | added | dm63 | pls could you give us more context? dealer is exercising an otc option? listed option? cash settled option? physically settled option? etc | |
Mar 15, 2016 at 15:19 | history | asked | Trajan | CC BY-SA 3.0 |