Timeline for Payoff of a Butterfly spread under risk neutral measure is always positive for any t<T
Current License: CC BY-SA 4.0
13 events
| when toggle format | what | by | license | comment | |
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| May 12, 2022 at 5:19 | comment | added | Bob Jansen♦ | Vandalizing questions is not allowed, edit rolled back | |
| May 12, 2022 at 5:18 | history | rollback | Bob Jansen♦ |
Rollback to Revision 4
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| May 12, 2022 at 4:51 | review | Low quality posts | |||
| May 12, 2022 at 5:20 | |||||
| May 12, 2022 at 4:43 | history | edited | user43534 | CC BY-SA 4.0 |
deleted 419 characters in body; edited title
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| May 12, 2022 at 2:45 | history | edited | user43534 | CC BY-SA 4.0 |
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| May 12, 2022 at 2:10 | history | edited | user43534 | CC BY-SA 4.0 |
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| May 11, 2022 at 17:58 | comment | added | Kermittfrog | What do you mean with "payoff ... for any t<T"? The payoff happens exactly at $T$, no? Do you mean value instead of payoff, by any chance? | |
| May 11, 2022 at 17:08 | history | edited | Kermittfrog |
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| May 11, 2022 at 14:30 | answer | added | Gordon | timeline score: 4 | |
| May 11, 2022 at 14:10 | comment | added | user43534 | Can you elaborate or prove it? | |
| May 11, 2022 at 14:09 | comment | added | Gordon | It is based on the convexity of the call option payoff. | |
| S May 11, 2022 at 14:04 | review | First questions | |||
| May 11, 2022 at 17:21 | |||||
| S May 11, 2022 at 14:04 | history | asked | user43534 | CC BY-SA 4.0 |