مرکز منطقه ای اطلاع رساني علوم و فناوري - Hedging of American equity options: do call and put prices always move in the direction as predicted by the movement in the underlying stock price?

Title of article :

Hedging of American equity options: do call and put prices always move in the direction as predicted by the movement in the underlying stock price?

Author/Authors :

Lars Norden، نويسنده ,

Pages :

From page :

321

To page :

340

Keywords :

Hedging , American equity options , Violations of basic properties

Journal title :

Astroparticle Physics

Record number :

230775

Link To Document :