التفاصيل البيبلوغرافية
| العنوان: |
The Bias in Delta as an Indicator of the Actual Likelihood of Option Exercise. |
| المؤلفون: |
Baz, Jamil, Strong, Robert A. |
| المصدر: |
Financial Practice & Education. Spring/Summer97, Vol. 7 Issue 1, p91-94. 4p. 2 Graphs. |
| مصطلحات موضوعية: |
Pricing, Option (Contract), Probability measures |
| مستخلص: |
Illustrates the relationship between delta, a byproduct of option pricing theory, and statistical probability of option exercise. Black-Scholes option pricing model; Calculating the actual probability. |
| قاعدة البيانات: |
Finance Source |
