Lesson 26: Delta Hedging Flashcards
(1 cards)
1
Q
For a delta hedged portfolio, how is the break even bound determined?
A
S + omega * sqrt(h)
S - omega * sqrt(h)
-
Key Links
-
Subjects
-
Company
-
Find Us
-
For a delta hedged portfolio, how is the break even bound determined?
S + omega * sqrt(h)
S - omega * sqrt(h)
Key Links
Subjects
Company
Find Us
