Timeline for Gamma-Vega Neutral Portfolio Not Possible with Only 3 Options
Current License: CC BY-SA 4.0
7 events
when toggle format | what | by | license | comment | |
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Mar 18, 2020 at 22:07 | vote | accept | 383930283423 | ||
Mar 18, 2020 at 21:59 | answer | added | ir7 | timeline score: 1 | |
Mar 18, 2020 at 12:00 | history | tweeted | twitter.com/StackQuant/status/1240246726776238081 | ||
Mar 18, 2020 at 8:31 | comment | added | SmurfAcco | @noob2 Isn't $ \mathbb{P}\left[\omega \in \Omega \mid V_y \Gamma_z-V_z\Gamma_y = 0 \right] = 0$? | |
Mar 17, 2020 at 23:25 | history | edited | 383930283423 | CC BY-SA 4.0 |
deleted 25 characters in body
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Mar 17, 2020 at 23:05 | review | First posts | |||
Mar 18, 2020 at 9:56 | |||||
Mar 17, 2020 at 23:03 | history | asked | 383930283423 | CC BY-SA 4.0 |