However, in general this difference is too small to bother with and in practically every case we can assume futures are ... We will see in Chapter 4 that option pricing is based on the idea of dynamic replication, where a position needs to be anbsp;...

Title | : | Option Trading |

Author | : | Euan Sinclair |

Publisher | : | John Wiley & Sons - 2010-07-16 |

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