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Results tagged with put
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user 1809
5
votes
The role of Gamma in replicating a put
If you could hedge continuously with zero transaction costs, the gamma would be irrelevant: you would perfectly replicate with delta hedging and be done.
In practice, hedging is discrete and there i …
- 7,003
2
votes
American put on a foreign currency
If you are deeply in the money, it may be time to exercise a put. …
- 7,003